FIN522 Financial Modelling (8)
Abstract
This subject utilises advanced IT tools to develop and examine financial models. These financial models are employed to answer financial problems commonly encountered in the financial sector. These problems include stock and bond pricing, present and future value calculations, option pricing, investment portfolio return and risk and assessment of financial models.
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+ Subject Availability Modes and Location
| Session 2 | | Distance | Bathurst Campus |
Continuing students should consult the SAL for current offering details: FIN522
Where differences exist between the Handbook and the SAL, the SAL should be taken as containing the correct subject offering details.
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Subject information| Duration | Grading System | School: |
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| One session | HD/FL | School of Accounting and Finance |
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Enrolment restrictions|
Enrolment in Postgraduate course |
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Learning OutcomesUpon successful completion of this subject, students should:
- be able to generate prices for equity securities and bonds, using financial models where appropriate;
- be able to employ binomial pricing models and Black-Scholes option pricing models to generate prices for financial options;
- be able to model the risk and return of various investment portfolios using the Capital Asset Pricing Model (CAPM) or single/multi-factor models as appropriate;
- be able to apply best practice principles in spreadsheet design and planning;
- be able to evaluate and critique the assumptions and underlying statistical properties of the various financial models employed.
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SyllabusThe subject will cover the following topics:
- Interest calculations - fixed, compound;
- Financial pricing - equities, bonds, options;
- Present value, future value and annuities;
- Statistical distributions underlying financial models;
- Portfolios and investments;
- Put and call options, binomial pricing model, and "Black- Scholes" pricing models.
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The information contained in the 2015 CSU Handbook was accurate at the date of publication: 01 October 2015. The University reserves the right to vary the information at any time without notice.
