Financial modelling and analytics

This unit introduces you to a wide range of contemporary financial econometric techniques which are commonly employed in the financial data analysis. Topics covered include the random walk model, volatility and risk modelling, several symmetric and asymmetric univariate as well as multivariate volatility models. Also, this unit will expose you to applications of econometric analysis in the portfolio selection and volatility spillovers between markets and assets.

Problem-based learning - This unit includes problem-based learning approaches, where you engage in research, integrate theory and practice and apply knowledge and skills to develop viable solutions in response to a problem or set of problems.

Research activities - This unit allows you to develop your research skills by engaging in structured inquiry using a systematic approach and discipline-specific methodologies.

Active learning - This unit engages you in actively applying your knowledge, skills and attributes in interactive, collaborative and reflective activities.

Case-based teaching - This unit includes case-based teaching, where you apply your knowledge and engage in analytical and reflective thinking to solve complex contextual scenarios. Activities are often designed so that there is not one clear answer, but you need to work together to examine, analyse and make decisions to resolve the situation.

Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. You are expected to complete all pre-class activities prior to your scheduled class, and post-class activities should be completed after your scheduled class. Learning activities may include a combination of teacher directed, peer directed and online engagement activities.