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125.250 Spreadsheet Modelling and Data Analysis (15 credits)
An introduction to financial modelling using spreadsheets and statistical analysis of finance data. Topics covered include data merging and manipulation, simulation and scenario analysis, the calculation of risk and return, regression and time series analyses and their applications in finance.
Details
Year: 2013
Mode: Internal
Semester: One
Location: Auckland
Coordinator: A/Pro Russell Gregory-Allen
Online component: Partially Taught Online - As part of the paper is taught online, Broadband access is required. In addition to accessing the Paper Guide, students will be required to access core and supplementary digital study resources, contribute to discussion fora and complete online activities and assessment tasks. Core study resources that can be published in print will be supplied to the students who request them. Learn more about Stream, our online learning environment.
Requirements
Prerequisite(s): 125.230, 161.xxx
Dates
Start Date: Monday 25 February, 2013
End date: Saturday 22 June, 2013
Exam date: Monday 17 June, 2013 - Afternoon
Fees
Paper fees
Domestic Students: NZD $629.90 *
International Students NZD $2,825.00 *
* This fee information is for estimation purposes only. Actual fees payable will be finalised on confirmation of enrolment. The estimate does not include non-tuition fees. To view an estimate showing both tuition and non-tuition fees use the Fees Calculator.
Learning outcomes
Students who successfully complete this paper will be able to:
Demonstrate an understanding of the principles of good spreadsheet design.
Demonstrate an understanding of the various measures of risk and return within spreadsheets.
Demonstrate an understanding of time value of money techniques within spreadsheets.
Perform exploratory and confirmatory analysis including statistical tests of hypotheses and confidence intervals.
Interpret simple and multiple regression and ANOVA models for finance applications, perform residual diagnostics, and describe model improvement.
Interpret financial time series models including smoothing techniques and forecasting.
Please note: Learning Outcomes are subject to change until the beginning of the semester in which the paper is delivered.
Assessments
During this course, the following assessments will contribute to your final mark. Learning outcomes assessed are indicated (where applicable) in brackets.
Assessment Weighting
1 Assessment 1 Project (LO 1, 2, 3) 35%
2 Assessment 2 Mini Project (LO 5, 6) 15%
3 Final Examination (LO 1, 4, 5, 6) 50%
Please note: Assessment weightings are subject to change until the beginning of the semester in which the paper is delivered.
Textbooks
Compulsory
Principles of Finance with Microsoft Excel
Author: Simon Benninga
ISBN: 9780199755479
Edition: 2nd Edition, 2011
Publisher: Oxford University Press
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