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.
Poslední úprava: Jakubík Petr, doc. PhDr. Ing. et Ing., Ph.D., Ph.D. (05.11.2019)
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. 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.
Poslední úprava: Jakubík Petr, doc. PhDr. Ing. et Ing., Ph.D., Ph.D. (20.02.2017)
Cíl předmětu -
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.
Poslední úprava: Jakubík Petr, doc. PhDr. Ing. et Ing., Ph.D., Ph.D. (05.11.2019)
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.
Poslední úprava: SCHNELLEROVA (25.10.2019)
Literatura -
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.
Poslední úprava: Bednařík Petr, PhDr., Ph.D. (15.05.2020)
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.
Poslední úprava: Bednařík Petr, PhDr., Ph.D. (06.06.2020)
Požadavky ke zkoušce -
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.
Poslední úprava: Jakubík Petr, doc. PhDr. Ing. et Ing., 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.
Poslední úprava: Jakubík Petr, doc. PhDr. Ing. et Ing., Ph.D., Ph.D. (15.03.2021)
Sylabus -
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
Poslední úprava: Jakubík Petr, doc. PhDr. Ing. et Ing., Ph.D., Ph.D. (28.02.2023)
Vstupní požadavky -
Pre-requisites: Basic understanding of Finance Theory, especially in the areas of Corporate Finance and Pricing of Financial Securities and Derivatives
Poslední úprava: Jakubík Petr, doc. PhDr. Ing. et Ing., Ph.D., Ph.D. (05.11.2019)
Pre-requisites: Basic understanding of Finance Theory, especially in the areas of Corporate Finance and Pricing of Financial Securities and Derivatives
Poslední úprava: Jakubík Petr, doc. PhDr. Ing. et Ing., Ph.D., Ph.D. (20.02.2017)
