Unit convenor and teaching staff |
Unit convenor and teaching staff
Hieu Nguyen
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Credit points |
Credit points
10
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Prerequisites |
Prerequisites
50cp at 1000 level or above including (AFIN100 or AFIN102 or AFIN1002 or ACST152 or ACST1052) and (STAT150 or STAT1250 or STAT170 or STAT1170 or STAT171 or STAT1371)
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Corequisites |
Corequisites
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Co-badged status |
Co-badged status
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Unit description |
Unit description
Quantitative modelling and analysis are significant components in the discipline of applied finance. The models employed by practitioners and researchers are based on assumptions about the stochastic properties of financial variables and time series. This unit covers a variety of stochastic models for use in applied finance and includes extensive use of Excel spreadsheets. The topics include discrete and continuous probability distributions, extreme events, joint probability distributions, copulas, bayesian analysis, regression models, time series models, and risk-neutral pricing. |
Information about important academic dates including deadlines for withdrawing from units are available at https://www.mq.edu.au/study/calendar-of-dates
On successful completion of this unit, you will be able to:
Late Assessment Submission Penalty (written assessments)
Unless a Special Consideration request has been submitted and approved, a 5% penalty (of the total possible mark) will be applied each day a written assessment is not submitted, up until the 7th day (including weekends). After the 7th day, a grade of ‘0’ will be awarded even if the assessment is submitted. Submission time for all written assessments is set at 11.55pm. A 1-hour grace period is provided to students who experience a technical concern.
For any late submissions of time-sensitive tasks, such as scheduled tests/exams, performance assessments/presentations, and/or scheduled practical assessments/labs, students need to submit an application for Special Consideration.
Name | Weighting | Hurdle | Due |
---|---|---|---|
Mid Session Test | 20% | No | Week 8 |
Assignment | 30% | No | Week 10 |
Final Examination | 50% | No | Central Exam Period |
Assessment Type 1: Quiz/Test
Indicative Time on Task 2: 12 hours
Due: Week 8
Weighting: 20%
A practical test of 60 minutes will be held to give students practice on a summative task and to provide feedback on their progress midway through the session.
Assessment Type 1: Quantitative analysis task
Indicative Time on Task 2: 15 hours
Due: Week 10
Weighting: 30%
The assignment will cover quantitative analysis of the materials taught in the class.
Assessment Type 1: Examination
Indicative Time on Task 2: 25 hours
Due: Central Exam Period
Weighting: 50%
A two hour exam will be held during the University Examination Period.
1 If you need help with your assignment, please contact:
2 Indicative time-on-task is an estimate of the time required for completion of the assessment task and is subject to individual variation
Please find the details of delivery and resources in iLearn.
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Unit information based on version 2024.03 of the Handbook