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

Readings

Resource TypeTitleResource RequirementAuthor and YearPublisher
ReadingsFinancial modellingPrescribedBenninga, S.3RD ED. MIT PRESS, 2008

Subject options

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Start date between: and    Key dates

Melbourne, 2014, Semester 2, Day

Overview

Online enrolmentYes

Maximum enrolment size230

Enrolment information

Subject Instance Co-ordinatorAngela Lou

Class requirements

Computer Laboratory Week: 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.

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%
one 3-hour final examination70
one 90 minute midterm examination20
tutorial exercisesequivalent to 1000-words10