COMPUTATIONAL FINANCE

FIN3CLF

2018

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 application of net present valuation approach, capital cost estimation and regression analysis, asset and option pricing and risk management, portfolio optimisation, and simulation of financial outcomes. The subject intends to provide you with theories and modellingskills required for financial decision making in business and management and also enable you to master the quantitative skills and computation techniques required to solve practical problems.

SchoolLa Trobe Business School

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

Readings

Resource TypeTitleResource RequirementAuthor and YearPublisher
ReadingsFinancial modellingPrescribedBenninga, S.4RD ED. MIT PRESS, 2014

Graduate capabilities & intended learning outcomes

01. Master key financial theories in the area of financial management and portfolio investment

Activities:
Lecture, computer lab class, final exam
Related graduate capabilities and elements:
Literacies and Communication Skills
Inquiry and Analytical Skills
Inquiry and Analytical Skills
Personal and Professional Skills

02. Ability to explain the main mathematical constituents of financial statements

Activities:
financial project, mid-term examination, final examination
Related graduate capabilities and elements:
Literacies and Communication Skills
Inquiry and Analytical Skills
Inquiry and Analytical Skills
Personal and Professional Skills

03. Demonstrate modelling skills required for financial decision making in business and management

Activities:
Computer lab class, financial project
Related graduate capabilities and elements:
Inquiry and Analytical Skills
Inquiry and Analytical Skills
Personal and Professional Skills

04. Able to translate practical finance problems into a formal language and solve them accordingly.

Activities:
Computer lab class, financial project, mid-term examination, final exmination
Related graduate capabilities and elements:
Personal and Professional Skills
Personal and Professional Skills
Inquiry and Analytical Skills
Inquiry and Analytical Skills
Literacies and Communication Skills

05. Develop computational techniques that facilitate financial evaluation and investment tasks.

Activities:
Computer lab class, financial project, final examination
Related graduate capabilities and elements:
Literacies and Communication Skills
Inquiry and Analytical Skills
Personal and Professional Skills
Personal and Professional Skills

Subject options

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Start date between: and    Key dates

Melbourne, 2018, Semester 2, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment information

Subject Instance Co-ordinatorAngela Lou

Class requirements

Computer Laboratory Week: 32 - 43
Eight 1.0 hours computer laboratory other recurrence on weekdays during the day from week 32 to week 43 and delivered via face-to-face.

Lecture Week: 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 elementComments% ILO*
3-hour final examination70 01, 02, 04, 05
60 minute mid-term examination20 01, 02, 03, 04
Financial project (1000-words)10 01, 02, 03, 04, 05