Is it really possible to make a passive form of the sentence

*They've just finished filming the new James Bond film.*?

The key says that the passive for it is *The new James Bond film has just finished being filmed.* But I don't quite understand both the grammar and the meaning of that sentence.

Can I just say *The new James Bond film has just been finished*? 

If yes, I don't understand where the word *filming* or its other form goes? 

Thanks in advance:)