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Unit of Study

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 mid semester exam (25%), group assignment (25%), 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.