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316-449 Financial Econometrics | |
Coordinator | Dr P Wu |
Prerequisites | A pass or better in 316-317 Econometrics or an honours grade in 316-316 Basic Econometrics; in special circumstances Diploma students may be given permission to enrol. Some familiarity with the principles of financial analysis is desirable. |
Semester | 2 |
Contact | Three hours a week of classes for one semester |
Subject Description | An econometric treatment of topics in finance. Topics chosen from: portfolio theory; capital asset pricing models; Arbitrage pricing theory; efficient markets hypothesis; covered interest parity; term structure of interest rates; option pricing models; dividend policy; event studies. |
Assessment | A 2-hour examination (50%) and empirical assignments of up to 3000 words (50%). |
Search : Index : Faculty of Economics and Commerce : Economics
Prev 316-425 Ecological Economics
Next 316-450 Game Theory and Information Economics
Status: Official 1998 Last Modified: Tuesday October 21 17:10 SGML to HTML Conversion: Information Technology Services Authorised by: Academic Registrar Email Enquiries: Course_Information@registrar.unimelb.edu.au