Emne - Financial Modeling using Excel - BØA2042
BØA2042 - Financial Modeling using Excel
Om emnet
Vurderingsordning
Vurderingsordning: Skriftlig eksamen
Karakter: Bokstavkarakterer
| Vurdering | Vekting | Varighet | Delkarakter | Hjelpemidler |
|---|---|---|---|---|
| Individual written examination | 100/100 | 4 timer |
Faglig innhold
The topics taught in this course are:
Optimization of financing with complete financial plans,
Statistical analysis of stock prices and stock returns,
Computation of risk measures,
Portfolio construction and optimization,
Capital market models,
Firm valuation,
Option pricing models and real option valuation,
Statistical analysis of time series,
Simulation of time series.
The course mainly focuses on the implementation of financial data and models by means of Excel spreadsheets.
Læringsutbytte
In this course the student learns how to translate and implement financial data and financial models in Excel spreadsheets. The student will be able to generate meaningful graphical representations of financial data, to statistically analyze financial data and to solve financial decision problems and market models. The student also learns how to identify properties of financial models with respect to software implementation and solvability.
With respect to financial data and applications, the student will be able to use elementary and complex built-in Excel functions or add-inns like the Solver or Data Analysis Tool Pack. For problems that require repeated computations or do not fit into the two-dimensional spreadsheet presentation, the student learns to use the VBA environment of Excel and Microsoft Office.
Læringsformer og aktiviteter
Lectures and data exercises.
Obligatoriske aktiviteter
- Two mandatory assignment
Mer om vurdering
At the exam, most or all exercises need to be implemented with Microsoft Excel.
PC with Microsoft Excel will be provided and set up by NTNU.
No individual printed, hand written or electronically saved materials allowed.
No Internet connection allowed.
No network access or access to home and user directories from PC allowed
The exam follows the examination regulations of NTNU.
Spesielle vilkår
Begrenset opptak til undervisning. For nærmere opplysninger: https://i.ntnu.no/wiki/-/wiki/Norsk/Opptak+til+adgangsbegrensede+emner
Krever opptak til studieprogram:
Økonomi og administrasjon (ØABACHELOR)
Anbefalte forkunnskaper
It is recommended that the student has attended a basic course in finance.
Forkunnskapskrav
This subject is only available for students currently enrolled in the Bachelor programme Business Administration at NTNU Business School, and foreign exchange students at the Faculty of Economics and Management.
This course requires elementary knowledge in accounting, economics and statistics.
Attendance will be limited due to exam capacity.
Kursmateriell
The curriculum will be announced when the course commences and supplementary literature will be provided/referred to throughout the course.
Studiepoengreduksjon
| Emnekode | Reduksjon | Fra | Til |
|---|---|---|---|
| BØA3010 | 3.0 |
Ingen
Versjon: A
Studiepoeng:
7.5 SP
Studienivå: Videregående emner, nivå II
Termin nr.: 1
Undervises: VÅR 2018
Spesiell frist for melding til undervisning: 01.12.2017
Undervisningsspråk: Engelsk
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- Økonomi og administrasjon
Eksamensinfo
Vurderingsordning: Skriftlig eksamen
- Termin Statuskode Vurdering Vekting Hjelpemidler Dato Tid Eksamens- system Rom *
- Vår ORD Individual written examination 100/100 26.05.2018 09:00
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Rom Bygning Antall kandidater - Sommer UTS Individual written examination 100/100 06.08.2018 09:00
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Rom Bygning Antall kandidater
- * Skriftlig eksamen plasseres på rom 3 dager før eksamensdato. Hvis mer enn ett rom er oppgitt, finner du ditt rom på Studentweb.
For mer info om oppmelding til og gjennomføring av eksamen, se "Innsida - Eksamen"