CORPFIN 7023 - Financial Modelling Techniques (M)

North Terrace Campus - Semester 2 - 2015

The course deals with discrete time financial modelling of various financial assets, interest rates, exchange rates. It will deal with the hedging and valuation of financial products (derivative products), the modelling of yield curves and interest rate management. The emphasis will be on practical modelling, real world applications, conforming with market models used in the financial industry at the current time. Binomial lattice type models, with implementation of spreadsheets, Ho and Lee type term structure models for interest rates and their application to interest rate risk management.

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