BFC3540 - Modelling in finance - 2017

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 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 BFC3540.

Within semester assessment: 60% + Examination: 40%

Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.

See also Unit timetable information

Associate Professor Paul Lajbcygier

Students must have passed one of the following before undertaking this unit: AFC2140, BFC2140, AFC2240, BFC2240, AFC2340, BFC2340.

AFC3540