Undergraduate Course: Financial Modelling with Excel (BUST10025)
Course Outline
| School | Business School |
College | College of Humanities and Social Science |
| Course type | Standard |
Availability | Available to all students |
| Credit level (Normal year taken) | SCQF Level 10 (Year 4 Undergraduate) |
Credits | 20 |
| Home subject area | Business Studies |
Other subject area | None |
| Course website |
http://www.bus.ed.ac.uk/programmes/ugpc.html |
Taught in Gaelic? | No |
| Course description | 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 Requirements (not applicable to Visiting Students)
| Pre-requisites |
Students MUST have passed:
Principles of Finance (BUST08003)
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
| Additional Costs | None |
Information for Visiting Students
| Pre-requisites | None |
| Displayed in Visiting Students Prospectus? | Yes |
Course Delivery Information
|
| Delivery period: 2014/15 Semester 2, Available to all students (SV1)
|
Learn enabled: Yes |
Quota: 40 |
|
Web Timetable |
Web Timetable |
| Course Start Date |
12/01/2015 |
| Breakdown of Learning and Teaching activities (Further Info) |
Total Hours:
200
(
Lecture Hours 20,
Programme Level Learning and Teaching Hours 4,
Directed Learning and Independent Learning Hours
176 )
|
| Additional Notes |
|
| Breakdown of Assessment Methods (Further Info) |
Written Exam
0 %,
Coursework
100 %,
Practical Exam
0 %
|
| No Exam Information |
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
| Two final research projects count for 100% of the grade. The first project (50%) will be individual with a maximum of 3,000 words. It will cover the work of the first part of the course (Portfolio Models, Market Efficiency and Event Studies). The second project (50%) will be individual with a maximum of 3,000 words. It will cover the second part of the course (Bonds, Option Pricing Models and Corporate Finance Models). Both projects must be handed in during the April/May exam diet. |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | FME |
Contacts
| Course organiser | Ms Tatiana Rodionova
Tel: (0131 6)50 3789
Email: |
Course secretary | Ms Caroline Hall
Tel: (0131 6)50 8336
Email: |
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