FINAN303-20A (HAM)

Computer Modelling in Finance

15 Points

Edit Header Content
Division of Management
School of Accounting, Finance and Economics

Staff

Edit Staff Content

Convenor(s)

Yang Hu

Yang Hu
4676
MSB.2.35
See Moodle
yang.hu@waikato.ac.nz

Lecturer(s)

Yang Hu

Yang Hu
4676
MSB.2.35
See Moodle
yang.hu@waikato.ac.nz

Administrator(s)

: denise.martin@waikato.ac.nz

Placement/WIL Coordinator(s)

Tutor(s)

Student Representative(s)

Lab Technician(s)

Librarian(s)

: clive.wilkinson@waikato.ac.nz

You can contact staff by:

  • Calling +64 7 838 4466 select option 1, then enter the extension.
  • Extensions starting with 4, 5, 9 or 3 can also be direct dialled:
    • For extensions starting with 4: dial +64 7 838 extension.
    • For extensions starting with 5: dial +64 7 858 extension.
    • For extensions starting with 9: dial +64 7 837 extension.
    • For extensions starting with 3: dial +64 7 2620 + the last 3 digits of the extension e.g. 3123 = +64 7 262 0123.
Edit Staff Content

Paper Description

Edit Paper Description Content
The objective of this paper is to equip students with financial modelling skills using a computer spreadsheet, including generic skills such as performing sensitivity analyses, running simulations and solving valuation problems in finance. The paper will also introduce students to more advanced programming techniques in financial modelling, including defining often used financial functions and performing complex tasks with Visual Basic programming codes.
Edit Paper Description Content

Paper Structure

Edit Paper Structure Content

Activities

  • Test
  • Group Assignment
  • Study and sit the Exam

LECTURES AND TUTORIALS

Students should select and attend one of the 3-hour sessions per week (3 hours= 2-hours lectures and 1 hour tutorials) .

Please note that all students should attend the first Lecture on 02 March in LG 05.

Edit Paper Structure Content

Learning Outcomes

Edit Learning Outcomes Content

Students who successfully complete the course should be able to:

  • Understand the principles of specific statistical techniques [LO1]
    Linked to the following assessments:
  • Analyse, summarise and prepare raw data [LO2]
    Linked to the following assessments:
  • Develop simple computer models to solve financial problems [LO3]
    Linked to the following assessments:
  • Apply, interpret and communicate the results of the models developed [LO4]
    Linked to the following assessments:
Edit Learning Outcomes Content
Edit Learning Outcomes Content

Assessment

Edit Assessments Content
The application for special consideration can be found under Files. Further information is available at
http://www.waikato.ac.nz/sasd/examinations/exams3.shtml
Edit Additional Assessment Information Content

Assessment Components

Edit Assessments Content

The internal assessment/exam ratio (as stated in the University Calendar) is 100:0. There is no final exam. The final exam makes up 0% of the overall mark.

The internal assessment/exam ratio (as stated in the University Calendar) is 100:0 or 0:0, whichever is more favourable for the student. The final exam makes up either 0% or 0% of the overall mark.

Component DescriptionDue Date TimePercentage of overall markSubmission MethodCompulsory
1. Individual Assignment
18 Apr 2020
5:00 PM
30
  • Online: Submit through Moodle
2. Test 1
29 Apr 2020
6:00 PM
35
  • Online: Submit through Moodle
3. Test 2
4 Jun 2020
6:00 PM
35
  • Online: Submit through Moodle
Assessment Total:     100    
Failing to complete a compulsory assessment component of a paper will result in an IC grade
Edit Assessments Content

Required and Recommended Readings

Edit Required Readings Content

Required Readings

Edit Required Readings Content

Online Support

Edit Online Support Content
PowerPoint slides and Tutorial materials will be available on Moodle.
Edit Online Support Content

Workload

Edit Workload Content

The course has 36 (3X12) contact hours (lectures and tutorials).

The rest of the 150 hours expected workload in this 15-point paper can be distributed as follows:

28 hours to complete the Projects, 30 hours to prepare for and attend the Test and 56 hours to prepare for and attend the Final Exam.

Edit Workload Content

Linkages to Other Papers

Edit Linkages Content

Prerequisite(s)

Prerequisite papers: FINA201 or FINAN200 or FINAN202

Corequisite(s)

Equivalent(s)

Restriction(s)

Restricted papers: FINA415 and FINA515

Edit Linkages Content