BFF5255 - Modelling in finance - 2019

6 points, SCA Band 3, 0.125 EFTSL

Postgraduate - Unit

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.

Faculty

Business and Economics

Organisational Unit

Department of Banking and Finance

Chief examiner(s)

Dr Daniel Chai

Unit guides

Offered

Caulfield

  • Second semester 2019 (On-campus)

Co-requisites

Students must be enrolled in B6001 or B6003.

Prohibitions

BFC5936

Synopsis

This unit focuses on the skills and techniques required in financial modelling using Excel and VBA. Important financial models in corporate finance, investment and portfolio analysis, option valuations and risk management, and management and modification of databases for financial and investment analysis are discussed.

Outcomes

The learning goals associated with this unit are to:

  1. develop skills in analyzing and handling raw data
  2. design and implementation of financial models in the use of Excel and Visual Basic, and effectively summarize the assumptions, implications and results of spreadsheet models
  3. apply critical thinking, problem solving and presentation skills to individual and/or group activities dealing with modelling in finance and demonstrate in an individual summative assessment task the acquisition of a comprehensive understanding of the topics covered in BFF5255.

Assessment

Within semester assessment: 100%

Workload requirements

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