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FIN522 Financial Modelling

This subject utilises advanced IT tools to develop and examine financial models. These financial models are employed to answer financial problems commonly encountered in the financial sector. These problems include stock and bond pricing, present and future value calculations, option pricing, investment portfolio return and risk, and assessment of financial models.

Subject Outlines

Subject Outlines for recent sessions are available for current CSU students. Please note that Subject Outlines and assessment tasks are updated each session.

Availability

The subject is available in:

• Session 2 (60)
• Online
• Bathurst Campus

Continuing students should consult the SAL for current offering details: FIN522. Where differences exist between the Handbook and the SAL, the SAL should be taken as containing the correct subject offering details.

Subject Information

Grading System

The grading system for this subject is HD/FL.

Duration

The duration of this subject is one session.

School

The subject is offered by the School of Accounting and Finance.

Enrolment Restrictions

Enrolment in a Postgraduate course is required.

Assumed Knowledge

Assumed knowledge for this subject includes FIN516 and FIN530.

Learning Outcomes

Upon successful completion of this subject, students should:

• be able to generate prices for equity securities and bonds, using financial models where appropriate
• be able to employ binomial pricing models and Black-Scholes option pricing models to generate prices for financial options
• be able to model the risk and return of various investment portfolios using the Capital Asset Pricing Model (CAPM) or single/multi-factor models as appropriate
• be able to apply best practice principles in spreadsheet design and planning
• be able to evaluate and critique the assumptions and underlying statistical properties of the various financial models employed

Syllabus

This subject will cover the following topics:

• Interest calculations - fixed, compound
• Financial pricing - equities, bonds, options
• Present value, future value and annuities
• Statistical distributions underlying financial models
• Portfolios and investments
• Put and call options, binomial pricing model, and "Black-Scholes" pricing models