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 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.
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Further unit of study information
1x 3hr seminar per week
In class test (15%), assignment (25%), essay (10%), and final exam (50%)
Faculty/department permission required?
Unit of study rules
Prerequisites and assumed knowledge
FINC5002 or FINC6000
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