Courses & Units
Applied Quantitative Finance BEA653
Hobart
May be taken as an elective in other postgraduate courses only with permission of the Master of Finance course coordinator.
Introduction
There are two main objectives in applied quantitative finance. The first is to understand how prices behave. Tomorrow's price is uncertain and must therefore be described by a probability distribution. This means that statistical and econometric methods are the natural way to investigate prices. Usually one builds a model, which is a detailed description of how successive prices are determined.
The second objective is to use knowledge of price behaviour to reduce risk or make better decisions.
The focus in this unit will be on practical applications rather than formal proofs of theorems, using computer based software (EViews) to investigate the different econometric techniques for estimation and inference.
Summary
| Unit name | Applied Quantitative Finance |
|---|---|
| Unit code | BEA653 |
| Credit points | 12.5 |
| Faculty/School | College of Business & Economics Tasmanian School of Business and Economics |
| Discipline | Economics and Finance |
| Coordinator | Dr Vladimir Volkov |
| Teaching staff | Dr Vladimir Volkov |
| Level | Postgraduate |
| Available as student elective? | No |
| Breadth Unit? | No |
Availability
| Location | Study period | Attendance options | Available to | ||
|---|---|---|---|---|---|
| Hobart | Semester 2 | On-Campus | International | Domestic | |
Key
- On-campus
- Off-Campus
- International students
- Domestic students
Note
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Key Dates
| Study Period | Start date | Census date | WW date | End date |
|---|---|---|---|---|
| Semester 2 | 16/7/2018 | 10/8/2018 | 3/9/2018 | 21/10/2018 |
* The Final WW Date is the final date from which you can withdraw from the unit without academic penalty, however you will still incur a financial liability (see withdrawal dates explained for more information).
Unit census dates currently displaying for 2018 are indicative and subject to change. Finalised census dates for 2018 will be available from the 1st October 2017.
Fees
Domestic
| Band | CSP Student Contribution | Full Fee Paying (domestic) | Field of Education |
|---|---|---|---|
| 2 | 2018: $1,148.00 | 2018: $2,523.00 | 010103 |
Fees for next year will be published in October. The fees above only apply for the year shown.
Please note: international students should refer to this page to get an indicative course cost.
Requisites
Prerequisites
BEA681 or BEA654 or BEA674
Teaching
| Teaching Pattern | 1 x 2 hour lecture per week, 1 x 1 hour workshop per week. |
|---|---|
| Assessment | Please check the unit outline for details. |
| Timetable | View the lecture timetable | View the full unit timetable |
Textbooks
| Required | Please check the unit outline for details. |
|---|---|
| Recommended |
Booktopia textbook links
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