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Course, academic year 2022/2023
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Financial Modelling Using MS Excel and VBA - JEM128
Title: Financial Modelling Using MS Excel and VBA
Guaranteed by: Institute of Economic Studies (23-IES)
Faculty: Faculty of Social Sciences
Actual: from 2020
Semester: summer
E-Credits: 4
Examination process: summer s.:combined
Hours per week, examination: summer s.:1/1, Ex [HT]
Capacity: unknown / 40 (80)
Min. number of students: unlimited
Virtual mobility / capacity: no
State of the course: taught
Language: English
Teaching methods: full-time
Additional information: http://ies.fsv.cuni.cz/cs/syllab/JEM128
Note: course can be enrolled in outside the study plan
enabled for web enrollment
priority enrollment if the course is part of the study plan
Guarantor: doc. PhDr. Ing. et Ing. Petr Jakubík, Ph.D., Ph.D.
Teacher(s): doc. PhDr. Ing. et Ing. Petr Jakubík, Ph.D., Ph.D.
Ing. Saida Teleu, Ph.D.
Class: Courses for incoming students
Incompatibility : JEM189
Is incompatible with: JEM189
Annotation -
Last update: doc. PhDr. Ing. et Ing. Petr Jakubík, Ph.D., Ph.D. (20.02.2017)
This course is aimed to present some financial and business models and to show how they can be developed, solved or simulated using Microsoft Excel and its embedded Visual Basic for Applications (VBA) programming language. After a general short repetition of Excel and basic teaching in VBA, the course covers standard financial models (portfolio models, option pricing, simulation, corporate finance etc.). The aim of the course is to be a hands-on course with little theory where the students implement what they have studied on previous courses. The course should serve to bridge the gap between financial theory and its implementation.
Aim of the course -
Last update: SCHNELLEROVA (25.10.2019)

This course is aimed to present some financial and business models and to show how they can be developed, solved or simulated using Microsoft Excel and its embedded Visual Basic for Applications (VBA) programming language. 

Literature -
Last update: PhDr. Petr Bednařík, Ph.D. (06.06.2020)

BENNINGA S:. Financial Modeling. 2nd Edition. Cambridge (MA): MIT Press, 2000.
JACKSON M., STAUNTON M.: Advanced modeling in finance using Excel and VBA, New Jersey: Wiley & Sons Ltd, 2001.
WALKENBACH J: Excel 2003 Power Programming with VBA. New Jersey: Wiley Publishing, 2004.
WALKENBACH J: Microsoft Office Excel 2003 Programování ve VBA. Brno: Computer Press, 2006.

Requirements to the exam -
Last update: doc. PhDr. Ing. et Ing. Petr Jakubík, Ph.D., Ph.D. (15.03.2021)

Home exercises I - excel based (after 4 weeks of classes, at least 2 weeks DL) - weight 20%

Home exercises II – VBA based (after finishing all classes, at least 2 weeks DL) - weight 30%

Final project (after finishing all classes, DL end-July) - weight 50%

All three requirements can be a teamwork, group can contain up to three members.

Syllabus -
Last update: doc. PhDr. Ing. et Ing. Petr Jakubík, Ph.D., Ph.D. (14.02.2022)

MS Excel
 
 Introduction
 Functions
 Random numbers
 Data tables
 Advanced functions
 Goal Seek/ Solver
 Data Analysis

VBA

 Introduction
 VBA fundamentals
 Sub procedures
 Function procedures
 VBA techniques
 User Form
 Advanced User Form


Basic financial application which will be solved by MS Excel and VBA

Basics finance calculation
Net present Value, compounding interest

Corporate Finance
Cost of Capital
Financial Statement modeling
Valuation

Portfolio Models
Variance-covariance matrix
Betas and SML
Optimalization
Value at Risk

Option Pricing
Binomial option pricing
Black&Sholes

The course will be run fully online in 2021/2022. Please note that only one session will be conducted at 15:30 (no other session at 17:00 will be held). All sessions will be recorded for those who will not be able to attend the course in this time slot.

The sessions will be accessible under the link https://eiopa.webex.com/eiopa/j.php?MTID=mbb51ccd0debcb568e7fd47c48caf4552

Entry requirements -
Last update: doc. PhDr. Ing. et Ing. Petr Jakubík, Ph.D., Ph.D. (20.02.2017)

Pre-requisites:
Basic understanding of Finance Theory, especially in the areas of Corporate Finance and Pricing of Financial Securities and Derivatives

 
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