Undergraduate - UnitAFC3540 - Modelling in finance

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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.

Outcomes

The learning goals associated with this unit are to:

1. apply knowledge and skills in the use of Excel and Visual Basic
2. develop skills in the design and implementation of efficient and robust financial models such as option pricing, portfolio and interest rate models
3. apply critical thinking, problem solving and presentation skills to individual and/or group activities dealing with advanced modelling in finance and demonstrate in an individual summative assessment task the acquisition of a comprehensive understanding of the topics covered in AFC3540.

Assessment

Within semester assessment: 60%
Examination (3 hours): 40%

Chief examiner(s)

Associate Professor Paul Lajbcygier

Contact hours

3 hours per week

Prerequisites

One of the following units: AFC2140, AFC2240, AFC2340