MELBOURNE - New Zealand captain Brendon McCullum said he was excited, not intimidated, at the prospect of leading his country in their first World Cup final when they face old foes Australia at the gigantic Melbourne Cricket Ground on Sunday.

Australia, the top-ranked side in one-day international cricket, are bidding for a fifth World Cup title and will be considered favourites on home turf at the MCG where New Zealand last played an ODI in 2009. But the Black Caps are the only unbeaten team in the tournament, having won eight games in a row.

One of those victories was against Australia in a low-scoring pool stage thriller in Auckland on February 28 when a Kane Williamson six off Pat Cummins helped them reach a modest target of 152 with one wicket standing. "We are not intimidated, we are excited," McCullum said Saturday. "This has been the greatest time of our lives. We dreamed right from the start and to reach the final is an amazing achievement."

New Zealand crossed the semi-final hurdle for the first time in seven attempts to leave an enthralled rugby-mad nation backing their cricketers to take home cricket's biggest global prize. "We've had some tremendous support back home and also from around the world," said McCullum. "The brand of cricket that we've played has really touched a lot of people and endeared ourselves to a lot of people who follow this game.

"Hopefully, if we play well we'll be smiling at the end of the day and be able to look back on a fantastic campaign and something which would hopefully invigorate the game and New Zealand." McCullum said the expected full house of 90,000 at the MCG would see a keen contest between two evenly-matched teams.

"We will play well tomorrow," he said. "It does not guarantee us anything and it does not mean that Australia won't beat us. But we will turn up and display our skills just as we have done throughout the tournament. There is no challenge which is insurmountable with a lot of hard work, a lot of heart, a lot of belief and making sure that everyone's heading in the same direction. We will play an aggressive brand of cricket with bat and ball. We will play with the humility which we've played with throughout this campaign. And hopefully the big fella upstairs shines on us when the pressure situations come into play."

McCullum insisted that his team were not overawed by the prospect of playing at the famous amphitheatre, where New Zealand have won three of their last five matches against Australia. "I guess this is the ultimate game for us," he said. "A 100,000 people in Australia's backyard, MCG and its history and traditions and against a very good Australian. I'm sure some guys will be nervous tomorrow morning. There is some excitement about us going out there tomorrow and putting our skills against the best in their backyard. That certainly whets the appetite and creates the greatest stage we can ask for. It is certainly going to be a special day."

McCullum added he hoped his team could win the World Cup for 36-year-old Daniel Vettori, who is likely to end his international career after Sunday's final even though the spinner has taken 15 wickets in the tournament. "He is a tremendous ambassador for the game," the captain said. "He's given over half his life to this game and has been both an outstanding team-mate and a very close friend. It will be nice to achieve the ultimate success for him."

McCullum said he expected a keen battle against a country with whom New Zealand shared a "healthy rivalry." "We have seen some epic battles over the years and across codes as well, not just cricket and rugby," he said. "Tomorrow is no different. It's a healthy rivalry which can continue well after our time. It's one that we look forward to as well."