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 will present 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 will be presented. There will be a concise coverage of optimization, sensitivity analysis and simulation featuring a strong spreadsheet orientation and a modelling emphasis.