2014 Unit of Study

The session(s) below are for 2014. For Summer School 2014 unit of study availability please visit the Summer School website (main Summer session January/February 2014).

The University of Sydney session calendar shows exact dates for sessions.

Financial Modelling
UoS Code FINC6019
Credit points 6
Offered Semester 2
Prerequisites FINC5002 or FINC6000
Assumed Knowledge
Additional Information
Lectures 1x 3hr seminar per week
Assessment In class test (15%), assignment (25%), essay (10%), and final exam (50%)
Description It is important for practitioners of finance, at all levels, to be able to evaluate the applicability of a range of models for a given problem and to effectively implement and use the model that is selected. This unit presents methods for model design, implementation and evaluation in the context three fundamental financial models; the discounted cash flow valuation model, the portfolio selection model and the options pricing models. Spreadsheet engineering methods for designing, building, and testing spreadsheet models and for performing model-based analysis are presented. There is a concise coverage of optimization, sensitivity analysis and simulation featuring a strong spreadsheet orientation and a modelling emphasis.