STATISTICS FOR BUSINESS AND FINANCE

BUS5SBF

2015

Credit points: 15

Subject outline

This subject introduces basic quantitative tools in general, and statistical tools in particular. It teaches students how to apply these tools to solving practical problems in accounting and finance. It focuses on cash flow analysis, volatility measure of portfolio risk return distributions basic concepts of probability and statistics measure of linear relationship between various business and finance variables, methods of inference, regression and hypothesis testing. There is a strong emphasis on the application of these techniques to real world problems in business and finance using SPSS statistical package for social sciences and or excel. This subject lays a solid foundation to the further study of quantitative analysis.

SchoolLa Trobe Business School

Credit points15

Subject Co-ordinatorJae Kim

Available to Study Abroad StudentsYes

Subject year levelYear Level 5 - Masters

Exchange StudentsYes

Subject particulars

Subject rules

PrerequisitesN/A

Co-requisitesN/A

Incompatible subjects FIN5SBF

Equivalent subjects FIN5SBF

Special conditionsN/A

Readings

Resource TypeTitleResource RequirementAuthor and YearPublisher
ReadingsQuantitive investment analysisPrescribedDeFusco, R, McLeavy,D., Pinto, J., Runkle,D.2ND. EDN. JOHN WILEY, 2007
ReadingsQuantitative investment analysis workbookPreliminaryDeFusco, R, McLeavy,D., Pinto, J., Runkle,D.2ND EDN, JOHN WILEY, 2007

Graduate capabilities & intended learning outcomes

01. Demonstrate an understanding of the theory and methodology of cash flow analysis

Activities:
Lecturing on cash flow topics with linkage to Statistical methodology
Related graduate capabilities and elements:
Literacies and Communication Skills (Writing,Quantitative Literacy)
Inquiry and Analytical Skills (Critical Thinking,Creative Problem-solving,Inquiry/Research)

02. Understand basic concepts of probability and statistics

Activities:
Based on lecture material, weekly computer labs are conducted to impliment statistical computations using SPSS software or Excel
Related graduate capabilities and elements:
Literacies and Communication Skills (Writing,Quantitative Literacy)
Inquiry and Analytical Skills (Critical Thinking,Creative Problem-solving,Inquiry/Research)
Inquiry and Analytical Skills (Critical Thinking,Creative Problem-solving,Inquiry/Research)
Inquiry and Analytical Skills (Critical Thinking,Creative Problem-solving,Inquiry/Research)

03. Estimate and infer using accounting and financing data using sampling mathods

Activities:
Assignment 1, computational work, research question and solution to enable critical thinking and report writing
Related graduate capabilities and elements:
Literacies and Communication Skills (Writing,Quantitative Literacy)
Literacies and Communication Skills (Writing,Quantitative Literacy)
Inquiry and Analytical Skills (Critical Thinking,Creative Problem-solving,Inquiry/Research)
Inquiry and Analytical Skills (Critical Thinking,Creative Problem-solving,Inquiry/Research)
Discipline -Specific Knowledge and Skills (Discipline-Specific Knowledge and Skills)

04. Develop competency in running linear regressions based on CAPM model and testing hypotheses

Activities:
Assignment 2, computational work, interpretation of statistical results and report writing related to regression and hypothesiis testing
Related graduate capabilities and elements:
Literacies and Communication Skills (Writing,Quantitative Literacy)
Inquiry and Analytical Skills (Critical Thinking,Creative Problem-solving,Inquiry/Research)
Inquiry and Analytical Skills (Critical Thinking,Creative Problem-solving,Inquiry/Research)
Discipline -Specific Knowledge and Skills (Discipline-Specific Knowledge and Skills)

Subject options

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Start date between: and    Key dates

City Campus, 2015, Semester 2, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment information

Subject Instance Co-ordinatorIshaq Bhatti

Class requirements

Seminar Week: 31 - 43
One 3.0 hours seminar per week from week 31 to week 43 and delivered via face-to-face.

Assessments

Assessment elementComments% ILO*
One computer-assisted project15 01, 02, 03
one 3-hour final examination60 01, 02, 03, 04
two computer-assisted projectsequivalent to 500-words each15 04
Tute Quizes10 01, 02, 03, 04

Melbourne, 2015, Semester 1, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment information

Subject Instance Co-ordinatorJae Kim

Class requirements

Laboratory Class Week: 11 - 22
One 1.0 hours laboratory class per week on weekdays during the day from week 11 to week 22 and delivered via face-to-face.
"this class is recommended but optional"

Lecture Week: 10 - 22
One 2.0 hours lecture per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.

Assessments

Assessment elementComments% ILO*
One computer-assisted project15 01, 02, 03
one 3-hour final examination60 01, 02, 03, 04
two computer-assisted projectsequivalent to 500-words each15 04
Tute Quizes10 01, 02, 03, 04

Melbourne, 2015, Semester 2, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment information

Subject Instance Co-ordinatorIshaq Bhatti

Class requirements

Laboratory Class Week: 31 - 43
One 1.0 hours laboratory class other recurrence on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
"this class is recommended, but optional"

Lecture Week: 31 - 43
One 2.0 hours lecture other recurrence on weekdays during the day from week 31 to week 43 and delivered via face-to-face.

Assessments

Assessment elementComments% ILO*
One computer-assisted project15 01, 02, 03
one 3-hour final examination60 01, 02, 03, 04
two computer-assisted projectsequivalent to 500-words each15 04
Tute Quizes10 01, 02, 03, 04

Melbourne, 2015, Summer, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment information

Subject Instance Co-ordinatorJae Kim

Class requirements

Laboratory Class Week: 45
One 1.0 hours laboratory class per week on weekdays during the day in week 45 and delivered via face-to-face.

Lecture Week: 45
One 2.0 hours lecture per week on weekdays during the day in week 45 and delivered via face-to-face.

Assessments

Assessment elementComments% ILO*
One computer-assisted project15 01, 02, 03
one 3-hour final examination60 01, 02, 03, 04
two computer-assisted projectsequivalent to 500-words each15 04
Tute Quizes10 01, 02, 03, 04