FINA313-17B
TUTORIAL 1
Q: 2, 6, 12, 13, 18, 20, 22, 28, 33.
Q2. Explain the role of the
financial system by briefly
describing its six functions.
The settlement of commercial transactions.
To arrange the flow of funds from surplus to deficits units, eit
FINA313-17B Chapter 3
Questions: 1, 3, 5, 10,13, 17, 19, 21, 29, 30
Q1: Explain how financial institutions assist markets to
arrange the direct flow of funds.
Financial institutions usually assist deficit and surplus units when arranging
direct financing.
FINA313-17B Chapter
2
Questions: 4, 7, 10, 12, 14, 20, 21, 26, 27, 28
Q4: What are exchange settlement accounts
and what is their role in the payments system?
1. Exchange settlement accounts (ESAs) are funds that financial institutions
hold with the Reser
FINA313-17B Chapter 5
Authorised Deposit-Taking Institutions
Questions: 1, 3, 5, 11, 14, 21, 22, 27 & 33
Q1: What is intermediation? Explain
its contribution to the flow-of-funds.
Intermediation is the traditional role of a bank in accepting
deposits in o
2/
Under Data, go to Data Analysis, then Regression
From the above output, the 95% CI for Sales is [-0.002, 0.033].
Zero lies within the CI => It is not accepted that a firms sales will impact CEO salary.
Using t-statistic, we reach the same conclusion, a
4.1
(i) will generally cause the t statistics not to have a t distribution under H0.
Homoskedasticity is one of the OLS assumptions.
4.2
(i) H0:3 = 0. H1:3 > 0.
(this is a one-tail test, so given a significance level of 10%, we should check
column 0.1. Ho
1. Open the file Table 1.4 Affairs.
2. Calculate a simple regression using Number of Affairs as the dependent
variable and Number of Years Married as an independent variable. Explain
the relationship that you hypothesis exists between number of affairs an
1.1 (i) Ideally, we could randomly assign students to classes of different sizes. That is,
each student is assigned a different class size without regard to any student
characteristics such as ability and family background. For reasons we will see in
Chap
2. A positive relationship between Number of Affairs and Number of Years Married is
expected.
Under Data, go to Data Analysis, then Regression
Affairs = 0.5 + 0.11Years Married
3. Intercept: If Number of Years Married is zero, Number of Affairs is 0.55.
S
Australian Bureau of Statistics
Cat. No. 6403.0.55.001 Average Retail Prices of Selected Items: Eight Capital Cities
Sydney
Sep-06
Jun-06
Mar-06
Dec-05
Sep-05
Jun-05
Mar-05
Dec-04
1282
883
248
267
267
197
260
288
Price of 1kg of Bananas in cents
Melbourne
Question 1
You are interested in explaining college GPA. Previous studies have
suggested that college GPA is influenced by a number of factors such as
high school performance, general aptitude, and gender. You cannot help
but notice that one of your group
1. Import the file Table 1.1 Salary.txt into Excel.
2. Check that you have successfully imported 4 variables and 209
observations.
3. Save the file, we will be using it again.
4. Create a histogram of CEO salaries. You will need to create class
intervals
Chapter 2
3.
To find the book value of current assets, we use: NWC = CA CL. Rearranging to solve
for current assets, we get:
CA = NWC + CL = $800,000 + 2,400,000 = $3,200,000
The market value of current assets and net fixed assets is given, so:
Book value
1.
The price of a pure discount (zero coupon) bond is the present value of the par value.
Remember, even though there are no coupon payments, the periods are semiannual to
stay consistent with coupon bond payments. So, the price of the bond for each YTM i
2.
To find the FV of a lump sum, we use:
FV = PV(1 + r)t
a.
0
10
$1,000
FV
FV = $1,000(1.05)10
= $1,628.89
b.
0
10
$1,000
FV
FV = $1,000(1.10)10
= $2,593.74
c.
0
20
$1,000
FV
FV = $1,000(1.05)20
d.
3.
= $2,653.30
Because interest compounds on the interest
Case 3
Larissa has been talking with the company's directors about the future of East Coast
Yachts. To this point, the company has used outside suppliers for various key
components of the company's yachts, including engines. Larissa has decided that East
Data Analysis 7 Functional Forms
and Variable Types
FINA305/405
Agenda
Linear in parameters
Non-linear functional forms
Residual analysis (summary)
Dummy and categorical variables
Interaction terms (not intercept term)
Practice in Excel
Introduction
What
Data Analysis 1 Introduction
FINA305/405
Is economics science or art?
Conflicts between
theory and
practice
Conflicts b/t forecasts
and realizations
Why analyzing data?
Researchers: To discover reliable business knowledge
Employees: To make your reports b
Data Analysis 5 Multiple
Regressions
FINA305/405
Agenda
Introduction: simple vs multiple regressions
Estimating and interpreting multiple regression results
F-test
Multiple regression example
Practice in Excel
Introduction
So far
More than one X
Similarit
Data Analysis 6 Issues
FINA305/405
Agenda
Introduction: assumptions for OLS
Bias and sources of bias
Irrelevant variables and multicollinearity
Heteroscedasticity
Practice in Excel
Introduction
Statistical significance, economic significance
What else do
Data Analysis 3 Simple Regression
FINA305/405
What is regression?
A statistical tool help understand what factors (variables)
are accountable for the outcome of the variable of
interest.
Why it is simple?
It is just the relationship between two variables,
FINA 515
Assignment Requirements
Assume these are financial data that have been extracted by your research assistant from
prospectuses of New Zealand Non-bank Financial Institutions (NBFIs). The data are organized by
. alphabet in the blue sheet tabs A-G
The University of Waikato
Private Bag 3105
Hamilton
New Zealand
Full Name: XiangtianYu Zhengchang Liu Haocheng Liu LujueQiu Runyu Wu
ID Number:
1319382
1317630
1317548
1317667 1319379
Tutorial: 0
Paper Code: FINA41517B (HAM) Computer Modelling in Finance
Summary
This project aims to apply the Geometric Brownian Motion to stock price simulations,
which build a financial model to simulate stock prices over time. The method of this
project is to use Microsoft Excel Visual Basic function to establish a financ
Project-VBA Presentation
This is group presentation (All members in group need to present)
Video Submission
As a students who study Computer Modelling paper we recognizes the importance of media and the
role of technology.
Each group is required to create
FINA 515
Assignment Requirements
Assume these are financial data that have been extracted by your research
assistant from prospectuses of New Zealand Non-bank Financial Institutions
. (NBFIs). The data are organized by alphabet in the blue sheet tabs A-G