Financial modeling and applications (VBA)

Ects : 6

Enseignant responsable :

Volume horaire : 36

Description du contenu de l'enseignement :

Part 1: Introduction to VBA programming

  • The Excel object model
  • The VBA language: variables, conditional statements, loops

Part 2: Financial modeling

  • Properties of stock returns
  • Diversification and optimal portfolios
  • Option pricing

Pré-requis obligatoires :

Basic knowledge in coding (variables, loops, consitional statements)

Coefficient : 1

Compétence à acquérir :

This course enables students to use VBA programming in Excel to build financial models and address a range of standard financial problems.

Mode de contrôle des connaissances :

Tutorial sessions (15%), Midterm exam (35%), Final exam (50%)

Bibliographie, lectures recommandées

  • Jackson M. and Staunton M., "Advanced Modelling in Finance using Excel and VBA", Wiley Finance
  • Riva F., "Applications financières sous Excel en Visual Basic", Economica (4ème édition)