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MFIN 526 Financial Modeling - 2
Financial modeling is the quantitative representation of the relationships 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 will build on Financial Modeling I and tackle more advanced topics such as portfolio models, event studies, VaR (value at risk) analysis, option pricing, portfolio insurance, real options valuation, immunization strategies, 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.
SU Credits : 1.500
ECTS Credit : 3.000
Prerequisite : -
Corequisite : -