Financial Modeling
Code
2255
Teacher in charge
Afonso Fuzeta Eça
Teaching language
Objectives
This course is designed to provide students with a strong foundation in Excel and VBA tools for financial modelling. We will also cover some basic Matlab functionalities. Broad topics include Excel functions (financial, arithmetic, text, lookup and array), databases and tables, Bloomberg data and Excel, VBA to enhance excel experience and an introduction to Matlab. We will seek a balance between describing Excel tools, developing VBA code and their applicability to financial modelling. Emphasis will be on problem solving and lectures will concentrate on practical examples to describe the tools and their applicability.
Prerequisites
Subject matter
Bibliography
Teaching method
Lectures: will concentrate on case studies to describe the tools and their applicability
Assigned readings: book chapters
Individual assignments: three assignments
Final exam: will cover lectures, readings assigned in the textbook, additional readings, and materials distributed during class time. The exams will be closed book.
Evaluation method
The final grade will be a weighted average of the grades in the assignments:
Individual assignments 40%
Exam 40%
Class participation 20%
To obtain a passing grade in the course, students must have a grade in the final exam of at least 10.