Offered
Clayton First semester 2008 (Day)
Synopsis
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.
Objectives
The learning objectives of this unit are to:
- apply knowledge and skills in the use of Excel and Visual Basic;
- develop skills in the design and implementation of efficient and robust financial models such as option pricing, portfolio and interest rate models;
- apply critical thinking, problem solving and presentation skills to individual and/or group activities dealing with advanced modelling in finance.
Assessment
Within semester assessment: 50%
Examination (3 hours): 50%.
Contact hours
Three hours per week
Prerequisites
One of the following units: AFC2140, AFC2240, AFC2340.
