University Course Planner The University of Adelaide Australia

CORPFIN 7023 - Financial Modelling Techniques (M)

Career: Postgraduate Coursework
Units: 3
Term: Semester 2
Campus: North Terrace
Contact: Up to 3 hours per week
Available for Study Abroad and Exchange: Yes
Available for Non-Award Study: Check with School
Pre-Requisite: CORPFIN 7005, CORPFIN 7033
Assessment: Exam/assignments/tests/tutorial work as prescribed at first lecture

This course develops discrete binomial models for valuing financial derivative products with a variety of underlying assets, including stock and foreign currency. The Ho-Lee model, which predicts future interest rates, is introduced and incorporated into the derivative pricing model. Methods are discussed for minimising financial risk when trading derivative products, such as hedging and the margin of a futures contract. When applying the modelling, solution methods rely on efficient and practical spreadsheet skills. This course emphasises practical modelling and real world applications by developing and solving models which are commonly applied in the financial industry.

Course Fees

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Student Status


What type of place are you studying in

Commonwealth supported
Full fee paying

Study Level

Postgraduate Coursework
Non Award

Program of Study

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Course Outline

A Course Outline which includes Learning Outcomes, Learning Resources, Learning & Teaching for this course may be accessed here

Critical Dates

Term Last Day to Add Online Census Date Last Day to WNF Last Day to WF
Semester 2 Mon 07/08/2023 Wed 16/08/2023 Fri 15/09/2023 Fri 27/10/2023

Class Details

Enrolment Class: Seminar
Class Nbr Section Size Available Dates Days Time Location
24349 SE01 50 45 28 Jul - 15 Sep Friday 1pm - 4pm Barr Smith South, 1063, Teaching Room
6 Oct - 27 Oct Friday 1pm - 4pm Barr Smith South, 1063, Teaching Room