Financial Modeling
Code
2255
Academic unit
null
Department
null
Credits
3,5
Teacher in charge
Afonso Fuzeta Eça
Teaching language
English
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
N/A
Subject matter
Bibliography
Resources
The textbook is: Rees, M., Financial modelling in practice
There will be documents posted for download on the class web page.
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: