Financial modeling and applications (VBA)

ECTS : 6

Description du contenu de l'enseignement :

Part 1: Introduction to VBA programming

• The Excel object model
• The VBA language: variables, conditional statements, loops

• Properties of stock returns
• Diversification and optimal portfolios
• Option pricing

Compétence à acquérir :

The objective of this course is to acquaint students with the VBA programming language in Excel to do financial modeling and solve standard financial problems

Mode de contrôle des connaissances :

- 35% midterm exam

- 15% in-class participation during tutorial sessions

- 50% final exam

Bibliographie, lectures recommandées :

• Jackson M. and Staunton M., "Advanced Modelling in Finance using Excel and VBA", Wiley Finance
• Riva F., "Applications financières sous Excel en Visual Basic", Economica (4ème édition)