This course shows some of the most common and useful financial models and how they can be solved either numerically or by simulation. The course covers corporate finance and pro-forma models, portfolio theory, portfolio insurance and financial immunization models, option models and portfolio insurance models.
Course Prerequisites
Knowledge of the basic tipics of: corporate finance
Teaching Methods
Lectures and applications in Excel
Assessment Methods
Written exam. Problem solving in Excel of one model. Valuation scale 0-30L. Formulary allowed.
Texts
- SIMON BENNINGA, Financial Modeling, MIT press.
Contents
- Corporate Finance models
- Portfolio models
- Bonds and derivatives: valuation and immunization issues
- Implementation of option pricing models
- Portfolio insurance simulations
In the end students will have a clear understanding of these model’s implementation and be able to use Excel to solve them. This course stresses the practice so the theoretic notions are limited to the minimum necessary to understand the applications.
Course Language
Italian
More information
students enrolled in the Inclusive Learning Modalities programme (“Modalità didattiche inclusive) can contact the Professor in order to assess specific needs and define targeted solutions.
