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THE UNIVERSITY of EDINBURGHDEGREE REGULATIONS & PROGRAMMES OF STUDY 2005/2006
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Archived VersionThe Degree Regulations and Programmes of Study has been formulated as a dynamic online publication in order to provide the most up to date information possible. Master versions of the Degree Regulations and Programmes of Study incorporating all changes to date are archived twice a year on 1 September and within the first three University working days prior to the start of Semester 2 in January. Please note that some of the data recorded about this course has been amended since the last master version was archived. That version should be consulted to determine the changes made. Financial Modelling with Excel (BS0196)? Credit Points : 20 ? SCQF Level : 10 ? Acronym : MSE-4-FME Financial 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. 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. By the end of the course students should have a much clearer understanding of finance concepts as well as an extended knowledge of the spreadsheet package. Entry RequirementsSubject AreasHome subject areaBusiness Studies, (Management School and Economics, Schedule H) Delivery Information? Normal year taken : 4th year ? Delivery Period : Semester 2 (Blocks 3-4) ? Contact Teaching Time : 2 hour(s) per week for 10 weeks All of the following classes
Summary of Intended Learning Outcomes
Course Objectives and Learning Outcomes
Financial 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. 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. After completing this course, students should understand and be able to: - Construct and examine the characteristics of distributions of returns - Calculate the variance co-variance matrix and use it to select optional portfolios - Test for market efficiency using simple tests - Develop, construct and run an event study analysis of the abnormal returns - Estimate betas and calculate a firm's cost of capital - Calculate the value of an option using Black Scholes and the binomial model Use and develop spreadsheet based solutions to financial problems Assessment Information
Assessment is by a computer based class examination. Examinations involve providing solutions to financial problems using the facilities available within Excel. Students are expected to complete the weekly assignments and check their solutions with those provided in the course files and worksheets.
Exam times
Contact and Further InformationThe Course Secretary should be the first point of contact for all enquiries. Course Secretary Mrs Marsha Caplan Course Organiser Dr Angelica Gonzalez Course Website : http://www.bus.ed.ac.uk/programmes/ugpc.html School Website : http://www.man.ed.ac.uk/ College Website : http://www.hss.ed.ac.uk/ |
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