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.

In order to qualify for the Financial Econometrics specialisation, students must complete:

4 core courses:

2 disciplinary core courses:

4 disciplinary courses selected as follows:

2 courses from the following list:

and 2 courses from the following list:

and 2 elective courses selected from MCom offerings.

Note: Students who commenced prior to 2007 can complete COMM5004 instead of COMM5005.

Further information regarding the MCom program and this specialisation is available at the Faculty of Business website.