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
Organisational Unit
Department of Banking and Finance
Chief examiner(s)
Coordinator(s)
Unit guides
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:
- 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 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