Computational Methods for Finance
Postgraduate
Postgraduate
BANK 5032
Postgraduate
Yes
Note: This offering may or may not be scheduled in every study period. Please refer to the timetable for further details.
156003
4.5
No
School of Commerce
Computational finance is concerned with the construction of numerical models to address core questions in finance. These include the pricing of risk, portfolio construction and security valuation.
Computational finance is concerned with making definite numerical recommendations that frequently can only be obtained by analysing sophisticated models using high-speed computers. This course studies the use of Excel, and the implementation of financial knowledge with computer to solve practical finance problems.
Introduction to Excel, and the functions used in finance
Programing in Excel
Portfolio optimisation and implementation in Excel
The Capital Asset Pricing Model and regression
Black-Scholes models, option pricing and implementation of models in Excel
Monte Carlo simulation for risk management
Jackson, M & Staunton, M 2001, Advanced modelling in finance using Excel and VBA, Wiley, England
Common to all relevant programs | |
---|---|
Subject Area & Catalogue Number | Course Name |
BUSS 5233 | Corporate Finance |
Nil
Component | Duration | ||
---|---|---|---|
INTERNAL, CITY WEST | |||
Seminar | 3 hours x 10 weeks | ||
EXTERNAL, CITY WEST, ONLINE | |||
External | N/A x 10 weeks |
Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.
Assignment, Project and Presentation
EFTSL*: 0.125
Commonwealth Supported program (Band 3)
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Fee-paying program for domestic and international students
International students and students undertaking this course as part of a postgraduate fee paying program must refer to the relevant program home page to determine the cost for undertaking this course.
Non-award enrolment
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* Equivalent Full Time Study Load. Please note: all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation.