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AFC3540 - Advanced modelling in finance

6 points, SCA Band 2, 0.125 EFTSL

Undergraduate Faculty of Business and Economics

Leader: Professor Francis In


Clayton First semester 2007 (Day)


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.


The learning objectives of this unit are to:


Computer based finance project(s): 40%
Examination (3 hours): 60%.

Contact hours

Three hours per week


AFC2140 or AFC2240 or AFC2340