efficient portfolios and the black-litterman approach. Understand the objectives of financial modelling and the characteristics of financial data. The study unit will cover a number of financial modelling methods, including present and future value, matrix calculations, optimisation, regression analysis, simulation, and the event study methodology.īy the end of the study-unit the student will be able to: The aim of this study-unit is to equip students with the knowledge and tools to implement financial models using Excel. By the end of the unit students should have a much clearer understanding of finance concepts as well as an extended knowledge of the spread sheet package. Students are expected to use Excel to model a number of common applications including the construction of portfolios, tests of market efficiency, estimation of risk measures, performance measurement and the valuation of options. 04 - Years 4, 5 in Modular UG or PG Cert Courseįinancial Modelling is intended to give students the opportunity to widen and deepen their knowledge of financial theory and practice by explaining how financial models and techniques may be implemented.
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