Financial Modeling SS 2013

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. Asset Pricing plus Financial Mathematics I also provide the necessary background.

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

A possible utility for unpacking the files is Opens external link in new window7zip and a possible utility for watching the videos is the Opens external link in new windowVLC 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

15.04.LöfflerInitiates file downloadIntroduction/ Interest RatesInitiates file downloadSolution
22.04.FrankeInitiates file downloadIntroduction to Excel's VBA/ Initiates file downloadTasksInitiates file downloadSolution
29.04.FrankeInitiates file downloadMulti-stage Dividend Discount ModelInitiates file downloadSolution
06.05.RieberInitiates file downloadBond PricingInitiates file downloadSolution
13.05.RieberInitiates file downloadYield Curves, Spot Rates, Bond Stripping/ Initiates file downloadDataInitiates file downloadSolution
27.05.Böhm
Franke
Rieber		Initiates file downloadIntroduction to Bloomberg/ Initiates file downloadParticipants
03.06.LöfflerInitiates file downloadTechnical Trading IInitiates file downloadSolution
10.06.LöfflerInitiates file downloadMomentum StrategiesSolution
17.06.BöhmPortfolio AnalysisSolution
24.07.BöhmFund ValuationSolution
01.07.BöhmSimulation ISolution
08.07.BöhmSimulation IISolution
15.07RieberOption PricingSolution

News

The exam takes place on Tuesday, 30.07.2013 from 2 - 4 pm.

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 takes place on Tuesday, 30.07.2013 from 2 - 4 pm. Room allocation will be announced one day before the exam takes place.

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.

In the exam, you will receive a copy of the Initiates file downloadFunction sheet for Microsoft Excel  for use in the exam.

Some Initiates file downloadsample questions with solutions from past exams. These sample questions should make you familiar on how to solve problems from Financial Modeling with pen and paper.

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 windowModule description