Postgraduate - Course4412 - Master of Applied Finance and Master of Applied Econometrics

Students who commenced study in 2014 should refer to this course entry for direction on the requirements; to check which units are currently available for enrolment, refer to the unit indexes in the the current edition of the Handbook. If you have any queries contact the managing faculty for your course.

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This course entry applies to students commencing this course in 2014 and should be read in conjunction with information provided in the 'Faculty information' section of this Handbook by the Faculty of Business and Economics

Managing faculty	Business and Economics
Abbreviated title	MAppFin/MAppEcmets
CRICOS code	070739K
Total credit points required	96
Standard duration of study (years)	2 years FT, 4 years PT
Study mode and location	On-campus (Caulfield)
Admission, fee and application details	http://www.monash.edu/study/coursefinder/course/4412
Contact details	Caulfield Student Service, telephone: +61 3 9903 1400, fax: +61 3 9903 1357, email: enquiries.caulfield@monash.edu
Course coordinator	Mr John Vaz; Associate Professor Xibin Zhang

Notes

Unit codes that are not linked to their entry in the Handbook are not available for study in the current year.

Description

This course provides the quantitative skills and expertise required to carry out regression analysis, forecasting and financial market analysis, designing and implementing applied econometric projects as well as providing advanced knowledge and skills in finance. These skills are extremely attractive to the business and financial services sector.

Outcomes

Refer to the outcomes for the single degrees 3818 Master of Applied Finance and 3822 Master of Applied Econometrics.

Credit for prior studies

Students may be eligible for credit to a maximum of 50 per cent of course requirements for previous graduate level studies. Credits or exemptions will not be granted for undergraduate qualifications.

Maximum credit allowed

48 credit points

Professional recognition

Refer to the faculty's Professional recognition of coursesProfessional recognition of courses (http://www.buseco.monash.edu.au/professional-recognition/) page in this Handbook.

Structure

This course consists of nine compulsory units and six electives.

Requirements

Student complete:

(a.) the following nine units (60 points):

BFF5040 Advanced security analysis
BFF5230 Global financial markets
BFF5250 Corporate treasury management
BFF5270 Funds management
BFF5300 Case studies in finance
ETF3200 Quantitative business analysis
ETF5300 Applied financial econometrics
ETF5550 Research project (12 points)
ETF5930 Financial econometrics

(b.) one of the following units (6 points):

ACF5130 Financial statement analysis and business valuation
BFF5050 Global banking institutions and issues
BFF5260 Money market dealing
BFF5280 Institutional asset and liability management
BFF5290 Advanced derivatives and quantitative finance
BFF5380 Credit risk modelling
BFF5390 Advanced financial planning
BFF5913 Financial planning
BFF5915 Options, futures and risk management
BFF5975 Property investment
BFX5860 International studies in banking and finance
ETF5231 Business forecasting

(c.) one of the following units (6 points)

ETC2440 Mathematics for economics and business
ETF2700 Mathematics for business

(d.) one of the following units (6 points):

ETF3300 Quantitative methods for financial markets
ETF3600 Quantitative models for business research
ETC3400 Principles of econometrics
ETC3460 Financial econometrics
ETC3450 Time series analysis for business and economics

(e.) one of the following units (6 points):

ETF5200 Applied econometrics
ETF5400 Econometric theory

(f.) two units (12 points) from the following list or units from (d.) not previously taken:

ETC4400 Econometric theory
ETC4410 Applied econometrics 2
ETC4420 Microeconometrics
ETC4460 Financial econometrics 2
ETC4480 Optimisation for management
ETC5400 Research topics in econometrics
ETC5410 Bayesian time series econometrics
ETF5000 Special reading unit 1

Students with suitable backgrounds may be permitted to substitute approved alternative units for those required in section (d.).

Alternative exit(s)

Students wishing to exit the Master of Applied Finance and Master of Applied Econometrics early may apply to graduate with one of the following, provided they have satisfied the requirements for that award:

1679 Graduate Certificate in Business after successful completion of 24 points of study
3848 Graduate Diploma in Business after successful completion of 48 points of study
either of the single master's degrees ( 3818 Master of Applied Finance or 3822 Master of Applied Econometrics) subject to satisfying the requirements of the single degree.

Award(s)

Master of Applied Econometrics
Master of Applied Finance