Quantitative Financial Economics

6 unitsOnline or In PersonNot offered

Crawford School of Public Policy · ANU College of Law, Governance and Policy

About this course

On-campus & remote (online) learning available. Students participate in interactive, real-time classes. The 2024 dates July 22,29 & Aug 5,12,19 & 26 This course introduces modern finance theory, including theories of optimal asset allocation, the capital asset pricing model, arbitrage pricing theory, the efficient market hypothesis, and event studies. The course also explores empirical implications of modern finance theory, including for asset returns. Students will use real-world data and programs such as Excel and EViews to carry out econometric investigations of the application of modern finance theory.

Learning outcomes

1Understand and critically engage with modern finance theory.
2Demonstrate a comprehensive understanding of concepts in financial economics.
3Apply asset pricing techniques to real-world data sets.
4Demonstrate proficiency in interpreting the results of empirical analyses.
5Understand the strengths and limitations of empirical methods for analysing financial investments.

Assessment

Weights and hurdle requirements come straight from the imported ANU record.

Problem set 1

Learning outcomes 1, 2, 3, 4

25%

Problem set 2

Learning outcomes 1, 2, 3, 4

25%

Final examination

Learning outcomes 1, 2, 4, 5

50%

Study expectations

Study information

The standard workload for a 6 unit course is 130 hours including in class time and independent study.

Texts and reading

Bodie, Z., Kane, A. and Marcus, A.J. 2021, Investments, 12th ed., McGraw Hill.

Course essentials

Academic year: 2025
Course subject: IDEC
Subject name: International and Developmental Economics
Academic career: PGRD
School: Crawford School of Public Policy
College: ANU College of Law, Governance and Policy
Convener: Not listed
Delivery: Online or In Person
Unit value: 6 units
EFTSL: 0.125
Last source update: Not listed

View the ANU course source

Fees

International fee paying students: International · 2025 · Course basis; $6,720
Student Contribution Band Code 34: Commonwealth supported · 2025; ANU contribution-band code 34
Estimated domestic fee: ≈ $4,980; Estimated from the median of 280 similar courses in the ANU College of Law, Governance and Policy. ANU's page didn't list a fee we could read, so this isn't the official fee.

Areas and attributes

Areas of interest

Economics