Credit points: 15
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
Subject Co-ordinatorAngela Lou
Available to Study Abroad StudentsYes
Subject year levelYear Level 3 - UG
Prerequisites FIN2FIN or FIN1FOF
|Resource Type||Title||Resource Requirement||Author and Year||Publisher|
|Readings||Financial modelling||Prescribed||Benninga, S.||3RD ED. MIT PRESS, 2008|
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Melbourne, 2014, Semester 2, Day
Maximum enrolment size230
Subject Instance Co-ordinatorAngela Lou
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.
One 2.0 hours lecture other recurrence on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
|one 3-hour final examination||70|
|one 90 minute midterm examination||20|
|tutorial exercises||equivalent to 1000-words||10|