FINAN303-22A (HAM)

Computer Modelling in Finance

15 Points

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Division of Management
School of Accounting, Finance and Economics

Staff

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Convenor(s)

Yang Hu

Yang Hu
4676
MSB.3.26
See Moodle
yang.hu@waikato.ac.nz

Lecturer(s)

Administrator(s)

: denise.martin@waikato.ac.nz

Placement/WIL Coordinator(s)

Tutor(s)

Student Representative(s)

Lab Technician(s)

Librarian(s)

: yilan.chen@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.
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Paper Description

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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.
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Paper Structure

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Activities

  • Test
  • Individual Assignment

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) .

IMPORTANT NOTE: FINAN303-22A(HAM) is a FLEXI paper. Recordings will be uploaded weekly. Students should check the Moodle page for updates on a daily basis.

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Learning Outcomes

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Students who successfully complete the paper 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:
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Assessment

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

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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 1
8 Apr 2022
5:00 PM
20
  • Online: Submit through Moodle
2. Test 1
13 Apr 2022
6:00 PM
30
  • Online: Submit through Moodle
3. Test 2
9 Jun 2022
6:00 PM
30
  • Online: Submit through Moodle
4. Individual Assignment 2
15 Jun 2022
5:00 PM
20
  • Online: Submit through Moodle
Assessment Total:     100    
Failing to complete a compulsory assessment component of a paper will result in an IC grade
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Required and Recommended Readings

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Required Readings

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https://rl.talis.com/3/waikato/lists/91454D83-06E4-BC7B-4B12-914512142A22.html?login=1

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Online Support

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PowerPoint slides and Tutorial materials will be available on Moodle.
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Workload

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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.

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Linkages to Other Papers

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Prerequisite(s)

Prerequisite papers: FINA201 or FINAN200 or FINAN202

Corequisite(s)

Equivalent(s)

Restriction(s)

Restricted papers: FINA415 and FINA515

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