Course Title: Advanced Financial Analysis and Modelling
Part A: Course Overview
Course Title: Advanced Financial Analysis and Modelling
Credit Points: 12.00
Course Coordinator: Armin Pourkhanali
Course Coordinator Phone: +61 3 99256376
Course Coordinator Email: armin.pourkhanali@rmit.edu.au
Course Coordinator Availability: Appointment by email
Pre-requisite Courses and Assumed Knowledge and Capabilities
Required prior study: ECON1066 Basic Econometrics
Course Description
Advanced Financial Analysis and Modelling involves the development of quantitative and strategic financial analysis skills in forecasting, pricing, and risk management. This course focuses on advanced time series and volatility modelling, including algorithmic trading. It teaches how to estimate single-multi-factor models and various statistical inferences to assess the risk-return relationship. This course offers insight into the application of advanced financial modelling with an integrated approach to risk management and the implementation of quantitative investment and financing strategies.
Objectives/Learning Outcomes/Capability Development
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CLO1: Analyse time series and distributional properties of financial data.
CLO2: Estimate volatility and construct advanced time series modelling including algorithmic trading, by leveraging on digital tools.
CLO3: Perform financial forecasting and reconcile the empirical evidence for asset return predictability with the efficient market hypothesis.
CLO4: Evaluate risk management techniques in real-world contexts using advanced modelling in finance.
CLO5: Develop professional communication skills appropriate to the finance industry to work collaboratively and effectively in broad business contexts.
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; recommended readings; sourcing, researching, and analysing financial data; solving problems; producing written work and collaborating with peers on set research tasks or projects.
Overview of Learning Resources
RMIT Library provides extensive resources, services and study spaces. All RMIT students have access to scholarly resources including course related material, books, e-books, journals and databases. Computers and printers are available at every Library. You can access the Internet and Library e-resources. You can also access the RMIT University wireless network in the Library. Contact: Ask the Library for assistance and information on Library resources and services: https://www.rmit.edu.au/library. Study support is available for assistance with assignment preparation, academic writing, information literacy, referencing, maths and study skills. 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.
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. Access to Microsoft Excel is required.
Overview of Assessment
Assessment Task 1: 30%
Linked CLOs: 1, 2, 5
Assessment Task 2: 30%
Linked CLOs: 1, 2, 3, 4, 5
Assessment Task 3: 40%
Linked CLOs: 1, 2, 3, 4, 5