AE 6201 Macroeconometric Modeling and Forecasting (3 AUs)
The purpose of this course is to introduce econometric and time series approaches to modelling and forecasting. Emphasis will be given to quantitative techniques useful for macroeconomic modelling. Throughout the course, hands-on exercises using statistical packages will be provided. Topics covered include single-equation and simultaneous equations models, ARIMA models, vector autoregressions, causality, unit roots and cointegrations. Forecasting principles and forecast evaluations will also be discussed.
AE 6203 Financial Econometrics (3 AUs)
This course introduces financial econometric models and their application to modelling and forecasting of financial time series data. The aim is to equip candidates with the basic characteristics of financial data and provide experience in analysing financial time series. Econometric techniques are applied to finance topics which include portfolio theory, capital asset pricing models, option pricing models and portfolio management. Real examples of data analysis will be discussed.
AE 6207 Quantitative Methods (3 AUs)
This course will cover the following topics; Matrix Algebra, Optimization methods, Probability, Discrete type distributions, Continuous distributions, Sampling distribution theory, Hypotheses testing and Multivariate distributions, etc.
AE 6209 Economics of Financial Analysis (3 AUs)
This course will cover various topics in financial analysis such as equity analysis, credit analysis, model building and forecasting, cost and cycles of inventory, etc.