courses

4412

18 September 2017 20 April 2024

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Students who commenced study in 2016 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.

Monash University

Postgraduate - Course

Commencement year

This course entry applies to students commencing this course in 2016 and should be read in conjunction with information provided in the 'Faculty information' section of this Handbook by the Faculty of Business and Economics.

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

Course code

4412

Credit points

120

Abbreviated title

MAppFin/MAppEcmets

CRICOS code

082638E

Managing faculty

Business and Economics

Coordinator

Dr John Watson (MAF); Associate Professor Xibin Zhang (MAE)

Contact details

Visit http://www.buseco.monash.edu.au/findoutmore/current-students.html

Admission and fees

Find a CourseFind a Course (http://www.study.monash/courses/find-a-course/2016/4412)

Course type

Specialist/Specialist
Double degree
Master's by coursework

Standard duration

2.5 years FT, 5 years PT

Mode and location

On-campus (Caulfield)

Award/s

Master of Applied Econometrics
Master of Applied Finance

Description

NOTE: This course has had one or more changes made to it since publication on 1 October 2014. For details of changes, please consult the Handbook change registerHandbook change register (http://www.monash.edu.au/pubs/2015handbooks/2015-change-register.html).

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 or up to 40 per cent of course requirements for an honours degree in finance or econometrics. Credits or exemptions of up to 24 credit points may be granted for previous undergraduate studies in finance.

Students who enter the course with an undergraduate degree in business or economics or statistics and have achieved at least 65 per cent (or equivalent) in an introductory regression subject (similar to ETF2100/ETC2410) are eligible for credit for up to three units chosen from units at level 2 and 3 in parts (a.) and (b.) in the 'Requirements' for this course.

Maximum credit allowed

60 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 fourteen compulsory units and five electives.

Requirements

All students must complete:

(a.) the following fourteen units (90 points):

  • ACF5130 Financial statement analysis and business valuation
  • BFF5040 Advanced security analysis
  • BFF5230 Global financial markets
  • BFF5250 Corporate treasury management
  • BFF5270 Funds management
  • BFF5300 Case studies in finance
  • BFF5915 Options, future and risk management
  • ETC5252 Probability and statistical inference for economics and business
  • ETF2100/ETC2410 Introductory econometrics
  • ETF2700 Mathematics for business or ETC2440 Mathematics for economics and business
  • ETF5320/ETC5341 Applied econometrics
  • ETF5300 Applied financial econometrics
  • ETF5550 Research project (12 points)
  • ETF5930 Financial econometrics

(b.) up to three units (18 points) from the following list, of which at most one unit (6 points) can be level 2 or 3 units:

  • ETF3231 Business forecasting or ETC2450 Applied forecasting for business and economics
  • ETF3500/ETC3500 Survey data analysis
  • ETF3600 Quantitative models for business research
  • ETC5340 Principles of econometrics
  • ETC5345 Time series analysis for business and economics
  • ETC5346 Financial Econometrics

(c.) one unit (6 points) from the following list:

  • ETF5200 Applied time series econometrics
  • ETC5410 Bayesian time series econometrics

(d.) one graduate level elective from the following (6 points):

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.