Course Title: Quantitative Financial Methods and Modelling

Part A: Course Overview

Course Title: Quantitative Financial Methods and Modelling

Credit Points: 12.00

Terms

Course Code

Campus

Career

School

Learning Mode

Teaching Period(s)

BAFI3288

City Campus

Postgraduate

625H Economics, Finance and Marketing

Face-to-Face

Sem 2 2022

Course Coordinator: Dr Michael Wang

Course Coordinator Phone: +61 3 9925 4140

Course Coordinator Email: michael.wang3@rmit.edu.au

Course Coordinator Location: City Campus

Course Coordinator Availability: Via email appointment


Pre-requisite Courses and Assumed Knowledge and Capabilities

N/A


Course Description

This course explores mathematical, quantitative, modelling and statistical techniques in applied finance. These techniques will be applied to solve real-world problems in a wide range of areas in the finance industry. You will develop skills in data analysis, presentation and visualisation.


Objectives/Learning Outcomes/Capability Development

.


CLO1: Analyse financial data using various mathematical and statistical procedures.

CLO2: Appraise the results from financial data using descriptive statistics, hypothesis testing and inference, correlation analysis and regression.

CLO3: Evaluate the relationships between financial variables and forecast their future value to provide recommendations for strategic decisions.

CLO4: Interpret quantitative findings to decision makers, stakeholders and the general public.


Overview of Learning Activities

In this course you will be encouraged to be an active learner. Your learning will be supported through various in-class and online activities comprising individual and group work. These may include assignments; prescribed readings; sourcing, researching and analysing specific information; solving problems; producing written work and collaborating with peers on set research tasks or projects.


Overview of Learning Resources

Various learning resources are available online

through MyRMIT Studies\Canvas. The lecture notes and workshop notes are posted on Canvas.

Resources are also available online through RMIT Library databases and other facilities. Visit the RMITlibrary website for further details. Assistance is available online via our chat and email services, face to

face at our campus libraries or via the telephone on (03) 9925 2020.

Additional resources and/or sources to assist your learning will be identified by your course coordinator and will be made available to you as required during the teaching period.


Overview of Assessment

Assessment Task 1: 40%

Linked CLOs: 1, 2

Assessment Task 2: 40%

Linked CLOs: 3, 4

Assessment Task 3: 20%

Linked CLOs: 1, 2, 3, 4