APP MTH 3011 - Financial Modelling Techniques III
| Career: |
Undergraduate |
| Units: |
4 |
| Term: |
Semester 2 |
| Campus: |
North Terrace |
| Contact: |
36 hours lectures, tutorials |
| Restriction: |
not available to B.Ma.& Comp.Sc. or B.Comp.Sc.students |
| Available for Non-Award Study: |
Yes |
| Pre-Requisite: |
MATHS 1012 or MATHS 1011 |
| Assumed Knowledge: |
Familiarity with excel spreadsheets; finance such as in FINANCE 1000 |
| Incompatible: |
cannot be counted together with APP MTH 3012 |
| Assessment: |
written & computing assignments 20%, final exam 80% |
| Syllabus: |
The course deals with discrete time financial modelling of various financial assets, interest rates, exchange rates. It will deal with the hedging and valuation of financial products (derivative products), the modelling of yield curves and interest rate management. The emphasis will be on practical modelling, real world applications, conforming with market models used in the financial industry at the current time. Binomial lattice type models, with implementation of spreadsheets, Ho and Lee type term structure models for interest rates and their application to interest rate risk management.
|
Course Fees
Course fees are displayed for the Program:
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Critical Dates
Class Details
| Enrolment Class: Lecture |
|---|
| 24328 |
LE01 |
60 |
25 |
27 Jul - 14 Sep |
Monday |
5PM - 6PM |
Napier, G04, Lecture Theatre |
| 30 Jul - 17 Sep |
Thursday |
5PM - 6PM |
Napier, G04, Lecture Theatre |
| 31 Jul - 18 Sep |
Friday |
1PM - 2PM |
Napier, G04, Lecture Theatre |
| 5 Oct - 26 Oct |
Monday |
5PM - 6PM |
Napier, G04, Lecture Theatre |
| 8 Oct - 29 Oct |
Thursday |
5PM - 6PM |
Napier, G04, Lecture Theatre |
| 9 Oct - 30 Oct |
Friday |
1PM - 2PM |
Napier, G04, Lecture Theatre |
