University of Technology, Sydney

Staff directory | Webmail | Maps | Newsroom | What's on

25705 Financial Modelling and Analysis

Warning: The information on this page is indicative. The subject outline for a particular session, location and mode of offering is the authoritative source of all information about the subject for that offering. Required texts, recommended texts and references in particular are likely to change. Students will be provided with a subject outline once they enrol in the subject.

Subject handbook information prior to 2018 is available in the Archives.

UTS: Business: Finance
Credit points: 6 cp

Subject level:

Postgraduate

Result type: Grade and marks

Requisite(s): 25742 Financial Management OR 25746 Financial Management: Concepts and Applications
These requisites may not apply to students in certain courses.
There are course requisites for this subject. See access conditions.

Description

This subject provides students with the tools necessary to describe and analyse financial data. It uses Excel as a tool for spreadsheet analysis using forecasting and modelling techniques. An applied approach is taken in the finance context to ensure students are able to understand and ably critique modelling and forecasting techniques.

Subject learning objectives (SLOs)

Upon successful completion of this subject students should be able to:
1. Apply spreadsheet skills to financial data
2. Make use of statistical methods for data analysis
3. Construct and compare financial models
4. Analyse financial time series data

Contribution to the development of graduate attributes

The subject allows students to develop an understanding of the issues involved when forecasting in an uncertain world. Students apply statistical methods to identify an appropriate forecasting model and then develop and evaluate the forecasts for use in a typical financial analysis problem.

Teaching and learning strategies

The subject is presented in seminar format in a computer lab. Essential techniques will be taught in the lab environment using financial data. These concepts will be required to be practiced out of class time with teaching resources including videos being provided online.

Content (topics)

  • Introduction to descriptive statistics and analysis
  • Use and presentation of data using Excel
  • Probabilities and distributions
  • Hypothesis testing
  • Regression analysis and applications in finance
  • Forecasting with time series data
  • Comparing forecasting models
  • Using Excel for spreadsheet modelling and analysis

Assessment

Assessment task 1: Case Study (Group)

Objective(s):

This addresses subject learning objective(s):

1, 2, 3 and 4

Weight: 20%

Assessment task 2: Quizzes (Individual)

Objective(s):

This addresses subject learning objective(s):

1, 2, 3 and 4

Weight: 20%
Length:

50 minutes

Assessment task 3: Final Exam (Individual)

Objective(s):

This addresses subject learning objective(s):

1, 2, 3 and 4

Weight: 60%

Minimum requirements

Students must achieve at least 50% of the subject’s total marks.

Required texts

Hanke, J. E., Wichern, D. W., Business Forecasting, Pearson New International Edition, 9th Edition, Pearson.

Recommended texts

Levine D. F., Stephan D. F. and Szabat K.A., Statistics for Managers Using Microsoft Excel, 7th Edition, 2014,
Pearson. This is very helpful for students with limit Excel knowledge.

References

Lecture notes are available for download from UTSOnline.