units

BFC3540

Faculty of Business and Economics

print version

This unit entry is for students who completed this unit in 2016 only. For students planning to study the unit, please refer to the unit indexes in the the current edition of the Handbook. If you have any queries contact the managing faculty for your course or area of study.

6 points, SCA Band 3, 0.125 EFTSL

Undergraduate - Unit

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.

Faculty

Business and Economics

Organisational Unit

Department of Banking and Finance

Offered

Clayton

  • First semester 2016 (Day)
  • Second semester 2016 (Day)

Synopsis

Topics include the development and application of financial spreadsheets, Excel and Visual Basic programming in financial modelling, modelling company financial statements, fixed income securities analysis, asset allocation and portfolio analysis, optimization using Solver, technical analysis of financial markets, Interest rate models, option pricing models, numerical methods and risk management models.

Outcomes

The learning goals associated with this unit are to:

  1. apply knowledge and skills in the use of Excel and Visual Basic
  2. develop skills in the design and implementation of efficient and robust financial models such as option pricing, portfolio and interest rate models
  3. apply critical thinking, problem solving and presentation skills to individual and/or group activities dealing with advanced modelling in finance and demonstrate in an individual summative assessment task the acquisition of a comprehensive understanding of the topics covered in BFC3540.

Assessment

Within semester assessment: 60%
Examination: 40%

Workload requirements

Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.

See also Unit timetable information

Chief examiner(s)

Prerequisites

Students must have passed one of the following before undertaking this unit: AFC2140, BFC2140, AFC2240, BFC2240, AFC2340, BFC2340.

Prohibitions

AFC3540