AFC3540

Advanced modelling in finance (6 points)

(BUS)

Leader: Associate Professor Francis In

Offered:
Clayton First semester 2004 (Day)
Clayton First semester 2005 (Day)

Synopsis:

Objectives: On completion of this unit students will have an understanding of advanced modelling in finance and a richer appreciation for contemporary models employed by researchers in finance and their application in financial markets. At the end of this unit students will be able to: (a) display a sound knowledge of the current literature on financial modelling (b) build models to assist with corporate budgeting and planning (c) model medium and long-term corporate debt requirements (d) select and apply financial models to assist in the valuation of derivative assets (e) use a range of analytical and practical skills that will enable them to apply theoretical models in solving practical problems.

Assessment: Two computer based finance projects 40% + 3 hours examination 60%.

Contact Hours: One 2 hour lecture and one 1 hour tutorial per week

Prerequisites: AFC2160 and ETC1010 and one of AFC2140, AFC2240 or AFC2340. Fourth year students should take this unit as AFC3544.

Prohibitions: AFC3544