BFW3540 - Modelling in finance - 2019

6 points, SCA Band 3, 0.125 EFTSL

Undergraduate - 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)

Professor Keshab Man Shrestha

Coordinator(s)

Professor Keshab Man Shrestha

Unit guides

Offered

Malaysia

  • First semester 2019 (On-campus)
  • Second semester 2019 (On-campus)

Prerequisites

Students must have passed BFW2751 or equivalent or be granted permission by the Chief Examiner to undertake this unit.

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, Interest rate models, option pricing models, numerical methods and risk management models.

Outcomes

The learning goals associated with this unit are:

  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 BFW3540.

Assessment

Within semester assessment: 60% + Examination: 40%

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