SubjectsSubjects(version: 953)
Course, academic year 2023/2024
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Financial Modelling Using MS Excel and VBA - JEM189
Title: Financial Modelling Using MS Excel and VBA
Guaranteed by: Institute of Economic Studies (23-IES)
Faculty: Faculty of Social Sciences
Actual: from 2017
Semester: summer
E-Credits: 6
Examination process: summer s.:combined
Hours per week, examination: summer s.:1/1, Ex [HT]
Capacity: unknown / unknown (80)
Min. number of students: unlimited
4EU+: no
Virtual mobility / capacity: no
State of the course: cancelled
Language: English
Teaching methods: full-time
Teaching methods: full-time
Is provided by: JEM128
Note: 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): Alessandro Chiari
doc. PhDr. Ing. et Ing. Petr Jakubík, Ph.D., Ph.D.
Ing. Saida Teleu, Ph.D.
Incompatibility : JEM034, JEM128, JEM187, JEM188
Interchangeability : JEM034
Is incompatible with: JEM188, JEM128, JEM187
Is interchangeable with: JEM034
Examination dates   Schedule   Noticeboard   
Annotation -
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.
Last update: Jakubík Petr, doc. PhDr. Ing. et Ing., Ph.D., Ph.D. (20.02.2017)
Aim of the course -

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. 

Last update: SCHNELLEROVA (25.10.2019)
Literature -

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.

Last update: Bednařík Petr, PhDr., Ph.D. (06.06.2020)
Requirements to the exam -

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.

Last update: Jakubík Petr, doc. PhDr. Ing. et Ing., Ph.D., Ph.D. (15.03.2021)
Syllabus -

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

Last update: Jakubík Petr, doc. PhDr. Ing. et Ing., Ph.D., Ph.D. (28.02.2023)
Entry requirements -

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

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