UNSW Handbook Plan - Financial Econometrics

Financial Econometrics - COMMCS8404

Plan Summary


	Faculty: Faculty of Commerce & Econ
	Schools:
	School of Banking and Finance
	School of Economics
	Contact: http://www.fce.unsw.edu.au
	Program: 8404 - Commerce and Economics
	Award(s):
	Master of Commerce (Specialisation)

Plan Outline

The Financial Econometrics specialisation is designed to provide the economic, quantitative and statistical skills to understand, analyse, model and forecast financial data.

Financial econometricians analyse financial data using statistical packages. This specialisation would suit finance professionals including fund managers or finance managers wishing to improve their econometric skills. This specialisation also caters for finance professionals already working in the research section of treasury or in large financial institutions such as merchant banks and supperannuation companies.

Plan Structure

In order to qualify for the Financial Econometrics specialisation, in addition to core and elective courses students must complete

2 disciplinary core courses:

ECON5203 Statistics for Business (6 UOC)
FINS5513 Investments & Portfolio Sel. (6 UOC)

4 disciplinary courses selected as follows:

2 courses from the following list:

and 2 courses from the following list:

FINS5514 Capital Budgeting&Fin Decision (6 UOC)
FINS5517 Applied Portfolio Mgt. & Model (6 UOC)
FINS5535 Derivatives & Risk Mgt. Techs. (6 UOC)
FINS5536 Fixed Income Sec. & Int. Rate (6 UOC)

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