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.
Faculty: Faculty of Business, Economics and Law
Credit points: 15
Subject Co-ordinator: Angela Lou
Available to Study Abroad Students: Yes
Subject year level: Year Level 3 - UG
Exchange Students: Yes
Subject particulars
Subject rules
Prerequisites: FIN2FIN or FIN1FOF
Co-requisites: N/A
Incompatible subjects: N/A
Equivalent subjects: N/A
Special conditions: N/A
Learning resources
Readings
| Resource Type | Title | Resource Requirement | Author and Year | Publisher |
|---|---|---|---|---|
| Readings | Financial modelling | Prescribed | Benninga, S. | 3RD ED. MIT PRESS, 2008 |
Melbourne, 2014, Semester 2, Day
Overview
Online enrolment: Yes
Maximum enrolment size: 230
Enrolment information:
Subject Instance Co-ordinator: Angela 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 |