This unit focuses on the financial models and econometric methods necessary to critically evaluate the risk and return characteristics of various fund-management strategies. Asset-pricing models and market efficiency are tested using econometric models that are popular in banking and finance, using industry-standard software. A core learning outcome is competency with that software. Students work with real and simulated data to specify, estimate, and test the linear regression models and the univariate time-series models that are at the core of the unit. The unit equips students with the conceptual framework and applied skills relevant to quantitative careers in finance and policy.
Unit details and rules
|(ECMT2110 or ECMT2010 or ECMT1010 or BUSS1020 or MATH1005 or MATH1905 or DATA1001 or DATA1901 or ENVX1002) and (ECON1001 or ECON1040 or BUSS1040)
|Available to study abroad and exchange students