fin3clf computational finance
COMPUTATIONAL FINANCE
FIN3CLF
2014
Credit points: 15
Subject outline
Computational Finance aims to provide practical relevance and real-world application to finance concepts. Adopting a problem-solving approach, it focuses on computational issues in corporate finance, asset portfolios and stock options. The areas covered by the subject include capital cost estimation, asset and option pricing and risk analysis, portfolio optimisation, and simulation of financial outcomes.
FacultyFaculty of Business, Economics and Law
Credit points15
Subject Co-ordinatorAngela Lou
Available to Study Abroad StudentsYes
Subject year levelYear Level 3 - UG
Exchange StudentsYes
Subject particulars
Subject rules
Prerequisites FIN2FIN or FIN1FOF
Co-requisitesN/A
Incompatible subjectsN/A
Equivalent subjectsN/A
Special conditionsN/A
Learning resources
Readings
Resource Type | Title | Resource Requirement | Author and Year | Publisher |
---|---|---|---|---|
Readings | Financial modelling | Prescribed | Benninga, S. | 3RD ED. MIT PRESS, 2008 |
Subject options
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Melbourne, 2014, Semester 2, Day
Overview
Online enrolmentYes
Maximum enrolment size230
Enrolment information
Subject Instance Co-ordinatorAngela Lou
Class requirements
Computer LaboratoryWeek: 31 - 43
One 1.0 hours computer laboratory other recurrence on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
LectureWeek: 31 - 43
One 2.0 hours lecture other recurrence on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
Assessments
Assessment element | Comments | % |
---|---|---|
one 3-hour final examination | 70 | |
one 90 minute midterm examination | 20 | |
tutorial exercises | equivalent to 1000-words | 10 |