Overview
Topics include the development and application of financial spreadsheets, Excel and Visual Basic programming in financial modelling, modelling company financial statements, fixed income securities analysis, asset allocation and portfolio analysis, optimization using Solver, technical analysis of financial markets, Interest rate models, option pricing models, numerical methods and risk management models.
Offerings
S1-01-CLAYTON-ON-CAMPUS
S2-01-CLAYTON-ON-CAMPUS
Requisites
Prerequisite
Rules
Enrolment Rule
Contacts
Chief Examiner(s)
Associate Professor Paul Lajbcygier
Learning outcomes
On successful completion of this unit, you should be able to:
1.
apply knowledge and skills in the use of Excel and Visual Basic
2.
develop skills in the design and implementation of efficient and robust financial models such as option pricing, portfolio and interest rate models
3.
apply critical thinking, problem solving and presentation skills to individual and/or group activities dealing with advanced modelling in finance and demonstrate in an individual summative assessment task the acquisition of a comprehensive understanding of the topics covered in BFC3540.
Teaching approach
Active learning
Peer assisted learning
Assessment
1 - Within semester assessment
Scheduled and non-scheduled teaching activities
Laboratories
Lectures
Tutorials
Workload requirements
Workload
Learning resources
Technology resources
Other unit costs
Costs are indicative and subject to change.
Electronics, calculators and tools: $40