FIN522 Financial Modelling (8)

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.
 

Subject availability
Session 2 (60)
Online
Bathurst Campus
Continuing students should consult the SAL for current offering details. Where differences exist between the Handbook and the SAL, the SAL should be taken as containing the correct subject offering details.
Subject Information
Grading System
HD/FL
Duration
One session
School
School of Accounting and Finance
Enrolment restrictions

Enrolment in Postgraduate course

Assumed Knowledge

FIN516 and FIN530

Learning Outcomes
Upon 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.
Syllabus
The 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.
Contact
Current Students

For any enquiries about subject selection or course structure you will need to contact your Course Director. You can find the name and contact details for your Course Director in your offer letter or contact your School office.

Prospective Students

For further information about Charles Sturt University, or this course offering, please contact info.csu on 1800 334 733 (free call within Australia) or enquire online.

The information contained in the 2017 CSU Handbook was accurate at the date of publication: June 2018. The University reserves the right to vary the information at any time without notice.

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