FINAN509-21B (HAM)

Financial Modelling

15 Points

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

Staff

Edit Staff Content

Convenor(s)

Lecturer(s)

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

This is a “hands-on” paper with extensive use of computers and spreadsheets. Its general objective is to develop spreadsheet and management skills for creating computer-based models for analysing a variety of decision problems facing today’s financial managers and professionals. Therefore, I promote hybrid-style workshop classes. The workshops are part tutorial and part lecture and are run in a casual environment in purpose-built facilities with students working in small groups over a period of two hours. These classes are run in conjunction with traditional lectures (1 hour- online recordings).

Lectures

There will be NO face-­to-­face lectures conducted on campus. Instead, all the lectures will be recorded and lecture recordings will be uploaded onto Moodle for learning purposes accordingly per week. Students are expected to watch lecture recordings each week.

Tutorials
The tutorials will be delivered on campus but will be recorded via Panopto (the video will be available on Moodle after the tutorials). Students are encouraged to attend the on-campus lectures and tutorials and use the videos as a tool to review the contents. We will discuss one topic per week (see Timetable below for the details).
The PowerPoint slides and Excel questions are uploaded onto Moodle for students to download before workshops (lectures and tutorials). The Excel answer sheets will also be uploaded to Moodle after each workshop.

Edit Paper Structure Content

Learning Outcomes

Edit Learning Outcomes Content

Students who successfully complete the paper should be able to:

  • Understand the principles of specific statistical techniques including excel techniques such as data tables, pivot tables, matrices etc. [LO1]
    Linked to the following assessments:
  • Analyse, summarise and prepare raw data including data preparation, data clearance, manipulations etc. [LO2]
    Linked to the following assessments:
  • Develop simple computer models to solve financial problems including simulating stock price models, Loan amortisation programs etc. [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 50:50. There is no final exam. The final exam makes up 50% of the overall mark.

The internal assessment/exam ratio (as stated in the University Calendar) is 50:50 or 0:0, whichever is more favourable for the student. The final exam makes up either 50% or 0% of the overall mark.

Component DescriptionDue Date TimePercentage of overall markSubmission MethodCompulsory
1. Test-01
3 Aug 2021
12:00 PM
15
  • Online: Submit through Moodle
2. Test-02
14 Sep 2021
12:00 PM
15
  • Online: Submit through Moodle
3. Excel Assignment (Group)
24 Sep 2021
5:00 PM
15
  • Online: Submit through Moodle
4. Video Presentation (Group)
24 Sep 2021
5:00 PM
5
  • Online: Submit through Moodle
5. Exam
50
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
https://rl.talis.com/3/waikato/lists/967DA6A5-C66A-FC05-F3B8-E877E54985B7.html?login=1
Edit Required Readings Content

Online Support

Edit Online Support Content
Lecture slides, tutorial resources and related teaching materials will be available in Moodle.
Edit Online Support Content

Workload

Edit Workload Content

The course has 36 (3 X 12) contact hours (lectures and tutorials). The rest of the 150 hours are devoted to the following activities:

20 hours to complete the assignment and presentation, 34 hours to prepare for and attend Test I and 20 hours to prepare for and attend Test II. Also, 40 hours to prepare for and attend exam
Edit Workload Content

Linkages to Other Papers

Edit Linkages Content

Prerequisite(s)

Acceptance into the Master of Applied Finance programme.

Corequisite(s)

Equivalent(s)

Restriction(s)

Edit Linkages Content