BFW3540 Modelling in finance
Faculty of Business and Economics
BFW3540 Modelling in finance is a level 3, 6-credit-point, undergraduate unit from the Faculty of Business and Economics, offered in 2024 in Semester 2 at Malaysia. It needs BFC2751, BFF3751 or BFW2751.
- Credit points
- 6
- Offered in 2024
- Semester 2
- Malaysia
- Assessment
- No exam
- 1 task
- Workload
- 144 hours
- per semester
This is the 2024 handbook entry. See the 2025 entry.
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Requisites
Before BFW3540
Prerequisites
Pass these before you enrol.
After BFW3540
No unit lists BFW3540 as a prerequisite in the 2024 handbook.
Enrolment rules
If you do not meet the prerequisite you must be granted permission by the Chief Examiner to undertake this unit.
To be successful in this unit, background knowledge and application of maths is required at the equivalent of VCE Year 12 Higher level. You may have satisfied this by completing relevant prerequisite unit/s, or you have covered relevant topics in your final years of secondary study. You should self-assess your maths competency prior to enrolling in this unit.
Overview
Topics include the development and application of financial spreadsheets, Excel and Visual Basic programming in financial modelling, modelling company financial statements, fixed income securities analysis, asset allocation and portfolio analysis, optimization using Solver, Interest rate models, option pricing models, numerical methods and risk management models.
Offerings in 2024
| Teaching period | Campus | Mode |
|---|---|---|
| Second semester | Malaysia | On campus |
Assessment
- Within semester assessment100%
Learning outcomes
When you finish this unit, you should be able to:
- 1
apply knowledge and skills in the use of Excel and Visual Basic
- 2
develop skills in the design and implementation of efficient and robust financial models such as option pricing, portfolio and interest rate models
- 3
apply critical thinking, problem solving and presentation skills to individual and/or group activities dealing with advanced modelling in finance and demonstrate in an individual summative assessment task the acquisition of a comprehensive understanding of the topics covered in BFW3540.
Workload and teaching
- Tutorials24 hours
- Teaching approachCase-based teaching
- Teaching approachActive learning
- Teaching approachProblem-based learning
Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. You are expected to complete all pre-class activities prior to your scheduled class, and post-class activities should be completed after your scheduled class. Learning activities may include a combination of teacher directed, peer directed and online engagement activities.
This unit includes case-based teaching, where you apply your knowledge and engage in analytical and reflective thinking to solve complex contextual scenarios. Activities are often designed so that there is not one clear answer, but you need to work together to examine, analyse and make decisions to resolve the situation.
This unit engages you in actively applying your knowledge, skills and attributes in interactive, collaborative and reflective activities.
This unit includes problem-based learning approaches, where you engage in research, integrate theory and practice and apply knowledge and skills to develop viable solutions in response to a problem or set of problems.
Where it fits
BFW3540 is part of 1 area of study in the 2024 handbook.
Contacts
- Chief Examiners
- Darniya Prabu
Common questions
What are the prerequisites for BFW3540?
You need BFC2751, BFF3751 or BFW2751 before you enrol. Enrolment rules also apply.
When is BFW3540 offered?
In 2024, BFW3540 runs in Semester 2 at Malaysia.
How much work is BFW3540?
The handbook expects about 144 hours of study across the semester. No students have rated its difficulty yet.
Does BFW3540 have an exam?
No. BFW3540 has 1 assessment task and no exam.
Which majors and minors include BFW3540?
BFW3540 is part of Banking and financial management.