Financial Modeling

General Remarks

The goal of this course is that students are able to solve practical financial problems with Excel, using spreadsheet functions as well as VBA programming. Students will also have an increased familiarity with methods and concepts from finance.

Relevant information and downloads will be made available via Moodle.

Requirements

Please bring your own laptops. Only around 10 university laptops are available.

Familiarity with basic concepts from financial economics (discounting, risk and return, option pricing) is important. The course is structured such that you can acquire such a knowledge by parallel attendance of the lecture Finanzierung. Asset Pricing plus Financial Mathematics I also provide the necessary background.

If you are an Excel novice watch one of our introduction videos for Excel in English or German  (will be available via Moodle). Most students in the course will have some basic Excel literacy. If you struggle with the preparation tasks, it is likely that you benefit from investing some more time into getting more familiar with Excel. 

Characterizing the course

Before a session takes place:

  • Do the homework (included in the problem set) from the last session.
  • Solve the preparation sheet (included in the problem set) to get familiar with the main Excel skills that are required in the upcoming session.

A typical session will look like this:

  • A student shows how to solve the preparation task (we will randomly pick a student from the audience) 
  • The instructor introduces the problem 
  • Students solve the problem on the PC with Excel; instructor is available to answer questions 
  • Results are presented and discussed as the session moves on or at the end.

A restricted number of laptops is available in the classroom. If possible, you should bring your own laptop.

Language of instruction is English; individual questions can be discussed in German. 

Dates and Room

Monday 14-16, He18 E20 & 120

First session on April 24th