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MAF759 - Analytical Methods

Year:

2021 unit information

Important Update:

Unit delivery will continue to be provided in line with the most current COVIDSafe health guidelines. This may include a mix of on-campus and online activities. To find out how you are impacted, please check your unit sites for announcements and updates. Unit sites open one week prior to the start of each Trimester/Semester.

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Last updated: 4 June 2021

Enrolment modes:Trimester 1: Burwood (Melbourne), Online
Trimester 3: Burwood (Melbourne), Online
Credit point(s):1
EFTSL value:0.125
Unit Chair:Trimester 1: Ruipeng Liu
Trimester 3: Vincent Xiang
Previously:Analytical Methods
Cohort rule:

Must be enrolled in courses M530, M630, M660, M720, M730, M740, M750, M755, M760, M770, M794, D707, D709 or D712

Prerequisite:

Nil

Corequisite:Nil
Incompatible with: MAF904
Typical study commitment:

Students will on average spend 150 hours over the teaching period undertaking the teaching, learning and assessment activities for this unit.

Scheduled learning activities - campus:

1 x 3 hour seminar per week

Scheduled learning activities - cloud:

Online independent and collaborative learning activities including 3 scheduled online seminars

Content

This unit will enable students to understand the basic and more advanced mathematics and statistics involved in the finance world. It introduces financial mathematical concepts which underpin the financial decision making process. In addition the unit covers financial markets, portfolio management and econometric methods.

ULO These are the Learning Outcomes (ULO) for this unit. At the completion of this unit, successful students can: Deakin Graduate Learning Outcomes
ULO1

Understand and apply commonly used mathematical and statistical concepts and techniques to analyse financial data (including regression analysis and time series models).

GLO1: Discipline-specific
knowledge and capabilities

ULO2

Apply econometric techniques on empirical data to test hypotheses in finance theory (such as the capital asset pricing model, the efficient markets hypothesis).

GLO1: Discipline-specific
knowledge and capabilities

ULO3

Evaluate suitability of various valuation techniques involved in risk measurement; portfolio simulation and optimisation; and capital budgeting and management.

GLO1: Discipline-specific
knowledge and capabilities

GLO5: Problem solving

ULO4

Interpret and evaluate the results obtained from using econometric techniques on empirical data.

GLO4: Critical thinking

These Unit Learning Outcomes are applicable for all teaching periods throughout the year

Assessment

Assessment Description Student output Grading and weighting
(% total mark for unit)
Indicative due week 
Assessment 1: (Individual) Online Test   10% Weeks 4 & 5
Assessment 2: (Individual) Assignment (quantitative)   30% Week 9
Examination 2-hours 60% Exam period

The assessment due weeks provided may change. The Unit Chair will clarify the exact assessment requirements, including the due date, at the start of the teaching period.

Hurdle requirement

Hurdle requirement: achieve at least 50% of the marks available on the examination

Learning Resource

The texts and reading list for the unit can be found on the University Library via the link below: MAF759 Note: Select the relevant trimester reading list. Please note that a future teaching period's reading list may not be available until a month prior to the start of that teaching period so you may wish to use the relevant trimester's prior year reading list as a guide only.

Unit Fee Information

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