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Advanced modelling in Finance (6 points)
Leader: Dr Francis In
Synopsis: Topics include modelling financial statements, capital budgeting, financial planning, fixed income securities, term structure models (Vasicek' model, Cox-Ingersoll-Ross and Heath-Jarrow-Morton models), portfolio models (ICAPM, CCAPM, Zero-Beta, CAPM and APT), technical analysis of financial markets, option pricing models (Black-Scholes and binomial tree) and value-at-risk.
Assessment: Two computer based finance projects 40% + 3 hours examination 60%.
Contact Hours: One 2 hour lecture and one 1 hour tutorial per week
Australian Government Requirements for International Students - CRICOS Provider Number: 00008C
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