Financial Modelling (FINC6019)

UNIT OF STUDY

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.

Our courses that offer this unit of study

Further unit of study information

Classes

1x 3hr seminar per week

Assessment

In class test (15%), assignment (25%), essay (10%), and final exam (50%)

Faculty/department permission required?

No

Unit of study rules

Prerequisites and assumed knowledge

FINC5002 or FINC6000

Study this unit outside a degree

Non-award/non-degree study

If you wish to undertake one or more units of study (subjects) for your own interest but not towards a degree, you may enrol in single units as a non-award student.

Cross-institutional study

If you are from another Australian tertiary institution you may be permitted to underake cross-institutional study in one or more units of study at the University of Sydney.