Institut für Finanzwirtschaft

1: Mitarbeiter.
2: Lehre.
- 2.1: Sommersemester 2013.
- 2.2: Wintersemester 2012.
- 2.3: Sommersemester 2012.
  - 2.3.1: Seminar Finanzwirtschaft.
  - 2.3.2: Finanzierung.
  - 2.3.3: Credit Analysis.
  - 2.3.4: Financial Modeling.
  - 2.3.5: Applied Financial Econometrics.
- 2.4: Abschlussarbeiten.
- 2.5: Veranstaltungsplanung Finanzwirtschaft.
- 2.6: Schwerpunktfach (Bachelor) Finanz- und Versicherungswirtschaft.
- 2.7: Schwerpunktfach (Master) Finanzwirtschaft.
- 2.8: Studien-Schwerpunkt Risikomanagement.
- 2.9: e-learning.
- 2.10: Software & Links.
3: Forschung.
4: Winter Workshop: Finance, Risk and Banking.
5: Kontakt.
6: Fakultät.

Financial Modeling SS 2012

General Remarks

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.

Downloads are password protected. The username is „student“ and the password will be given in the lecture. You can use your ANA (Authentifizierter Netzzugangs-Account) from kiz and the webVPN to bypass the protection.

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). The course is structured such that you can acquire such a knowledge by parallel attendance of the lecture „Finanzierung“.

If you're an Excel novice watch one of our introduction videos for Excel 2003 or Excel 2010 in English or German language:

Excel 2003 and Excel 2010 (English versions)

Excel 2003 and Excel 2010 (German versions)

A possible utility for unpacking the files is 7zip and a possible utility for watching the videos is the VLC Media Player.

Characterizing the course

A typical session will look like this:

The instructor introduces the problem (10 minutes)
Students solve the problem on the PC with Excel; instructor is available to answer questions (70 minutes)
Some results may be presented in the meantime
Discussion of the modeling approaches and the final results (10 minutes)

A restricted number of laptops is available in the classroom. You can bring your own laptop.

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

Dates & Downloads

Date | Instructor | Problem | Solution

23.04.2012 | Löffler | Initiates file download Introduction / Interest rates | Solution

30.04.2012 | Muluka | Introduction to Excel's VBA | Solution

07.05.2012 | Muluka | Multi-stage dividend discount model | Solution

14.05.2012 | Muluka | Bond Pricing | Solution

21.05.2012 | Muluka | Yield curves, Spot rates, Bond stripping | Solution

04.06.2012 | Böhm/Muluka | Introduction to Bloomberg |

11.06.2012 | Böhm | Portfolio analysis | Solution

18.06.2012 | Böhm | Fund valuation | Solution

25.06.2012 | Böhm | Simulation I | Solution

02.07.2012 | Böhm | Simulation II | Solution

09.07.2012 | Böhm | Technical Trading | Solution

16.07.2012 | Löffler | Momentum Strategies | Solution

News

The lecture is over.

Instructors

Prof. Dr. Gunter Löffler
Matthias Boehm
Eugene Muluka
Maximilian Franke
Martin Weinberger (temporary)

Dates and Room

We offer two parallel sessions:

Monday, 2.15 - 3.45 pm in E20, Heho 18
Monday, 2.30 - 4.00 pm in 120, Heho 18

Laptops from the University are only available in the first session!

Exam

The exam is of closed form (you need to take the first exam to be allowed to take the retake of the exam).

The exam will be written without a PC.

We will distribute a copy of the "Function sheet for Microsoft Excel", when the exam takes place.

Some sample questions from past exams.

Module description

This lecture is open for

Wiwi (BSc, MSc, Dipl)
WiMa/WiPhy (BSc, MSc, Dipl)
Finance (MSc)

and others according to study plan.

Opens external link in new window Module description