Financial Econometrics - COMMCS8404

Plan Summary


	Faculty: Faculty of Business
	Schools:
	School of Banking and Finance
	School of Economics
	Contact: http://www.business.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, students must complete:

4 core courses:

COMM5001 Bus Comm, Ethics & Practice (6 UOC)
COMM5002 Managing for Value Creation 1 (6 UOC)
COMM5003 Managing for Value Creation 2 (6 UOC)
COMM5005 Quant Methods for Business (6 UOC)

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)

and 2 elective courses selected from MCom offerings.

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

Further Information

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