BUS5900 - Advanced computational finance

Offered

Not offered in 2007

Synopsis

The use of computing technology for the solution of applied investment and finance problems is taught in this unit. An introduction to share, futures and option pricing theory is provided, however the focus remains on the solution of applied investment problems using computing technology rather than on investment theory per se. To this end, students analyse data from financial markets in spreadsheet and statistical packages. The benefit of this focus is that it provides students with a very practical know-how on how to create working solutions to investment problems and is therefore relevant to students interested in a career combining finance and/or accounting with computing.

Assessment

Lab participation: 7.5%
Assignments: 17.5%
Mid semester test: 15%
Examination (2 hours): 60%
Students must pass the examination in order to pass the unit.

Contact hours

One x 2hour lecture/week, one 1hour laboratory/week

Prerequisites

BUS9530 or equivalent

Prohibitions

BUS3900