FINANCE 707 / Financial Modeling

3 unit(s)

Prerequisite(s): FINANCE 601

Antirequisite(s): BUSINESS F735

The course discusses the use of computer programs (e.g., Excel and VBA) and/or languages (e.g., Python) to operationalize existing financial models. Examples of financial models include the yield curve, the efficient frontier, various asset pricing models (e.g., CAPM and APT), portfolio management, option pricing, VaR (value at risk) and market scenario simulation.