Empirical Techniques and Applications in Finance - MFIN6201
Faculty: UNSW Business School
School: School of Banking and Finance
Course Outline: MFIN6201 Course Outline
Campus: Sydney
Career: Postgraduate
Units of Credit: 6
EFTSL: 0.12500 (more info)
Indicative Contact Hours per Week: 3
Enrolment Requirements:
Prerequisite: enrolment in program 8406
CSS Contribution Charge: 2 (more info)
Tuition Fee: See Tuition Fee Schedule
Further Information: See Class Timetable
View course information for previous years.
Description
Introduces students to financial econometrics, the science of combining finance theory and statistical techniques to analyze financial data. Theoretical tools necessary to do applied econometric research in finance are discussed. Focus is on probability, statistical models, and statistical optimization and estimation techniques. The least squares methodology for single explanatory and multiple explanatory variables is covered. Students are introduced to implementing these analysis techniques using appropriate software.
Study Levels
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