Graduate School Of Business (Sgsm)Advanced Techniques in Financial ModellingWestern Sydney University Unit Code: 200519.1
Discipline: BANKING, FINANCE AND RELATED FIELDS
Student Contribution Band: 3
Level: 7
Credit Points: 10
Prerequisite
51054 Financial Modelling
About this Unit
The unit extends on Financial Modelling to provide a rigorous treatment of mutivariate statistics and econometrics and their applications to modelling and testing in financial markets. The unit details quantitative modelling methods and demonstrates using financial data, how to interpret and report the results. A strong conceptual background to the application of these modelling techniques to finance is also provided. Spreadsheets and other computer based econometric and modelling software will be utilised.