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FIN 527 Financial Modeling
Financial modeling is the quantitative representation of the relationship among the variables of financial problems. A well-designed financial model captures the interdependencies among the variables at hand and makes it easy to answer "what-if" questions. This course tackles common financial problems -ranging from the simple NPV analysis to the relatively more complex VaR(value at risk) analysis, option valuation, portfolio optimization, and term-structure modeling- and help the students gain the necessary competencies in building appropriate financial models for each case. The aim is to get the students to the skill level where they can model and solve most financial problems they will face in the business world. Excel and VBA will be used throughout the course.
SU Credits : 3.000
ECTS Credit : 6.000
Prerequisite : -
Corequisite : -