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FINANCIAL MODELING OUTLINE

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SOURAV GOSWAMI
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29 views3 pages

financial_modelling_outline

FINANCIAL MODELING OUTLINE

Uploaded by

SOURAV GOSWAMI
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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School of Business & Economics

Department of Accounting & Finance

BASIC INFORMATION
Course Name: Financial Modeling using Excel
Course Code
FIN 455
& Section No:
Semester:

INSTRUCTOR & DEPARTMENT INFORMATION


1. Instructor Name: MIRZA FERDOUS
2. Office Room: NAC 972
3. Office Hours:
4. Office Phone: X 1757
5. Email Address: [email protected]
6. Department: Acct & Finance
7. Links:

COURSE INFORMATION
Class Time & MW 08:00 AM - 09:30 AM NAC313
Location
Course FIN 440, FIN 435
Prerequisite(s)
Course Credit 3.0
Hours
Course The objective of this course is to equip students with the frameworks, tools, and
Description methodologies necessary to build and/or be an educated user of quantitative
models for financial decision making. The course will cover in-depth techniques of
financial modeling used in practical scenarios. Modeling and simulation
techniques will be done primarily based on MS Excel. The course is suitable for
students seeking a career in finance, but also for students with broader interests
who wish to strengthen their general modeling skills.
Student Learning Upon the successful completion of this course, a student will be able to:
Outcomes (1) Understand and perform basic and advanced financial calculations such as PB,
DPB, NPV, IRR, MIRR, WACC and etc.
(2) Use corporate valuation techniques to determine corporation and investment
values, and use Pro-forma financial modeling techniques necessary for valuation.
(3) Use portfolio models to calculate efficient portfolios, variance-covariance
matrix, estimate betas and security market lines, and the learn application
techniques of Black- Litterman approach to portfolio optimization.
(4) Use Monte Carlo methods to perform stock price simulations, investment
simulations and understand and calculate Value at Risk.
(5) Learn and use advanced MS Excel functions and techniques necessary to create
useful financial models

REQUIRED TEXT BOOK


Author Title Edition & Year Publisher ISBN
Simon Benninga Financial Modeling 4th Edition MIT Press

REQUIRED CALCULATOR
Texas Instrument BAII Plus Professional
REQUIRED SOFTWARE
MS EXCEL – 2010 or higher

TEACHING STRATEGY
The class will be conducted through various activities including presentation of concepts and situations,
discussion and exchanges of ideas, student initiative and active involvement, cases reflecting real world
context, and project. Students are expected to actively involve and to take initiative for their own
learning experience. A significant portion of the course will be taught using MS Excel.

MAKEUP POLICY
There is no make-up policy. Students must present all required cases on time as scheduled and attend the
presentation in due time.

ASSESSMENT STRATEGY AND GRADING SCHEME

Grading tool Points


Attendance & Participation 10%
Quiz 1,2,3 10%
Project 1 25%
Project 2 25%
Assignments 1,2,3 10%
Presentation/Interview 20%
COURSE SYLLABUS
Day 1 Class Introduction and Introduction and overview of MS Excel
Chapter 1: Basic Financial Calculations and Chapter 2: Corporate
Week 1 Day 2 Valuation Overview
Chapter 2 (Contd.) and Chapter 3: Calculating Weighted Average
Day 1 Cost of Capital
Week 2 Day 2 Chapter 3(Contd.)
Chapter 4: Valuation Based on Consolidated Statement of Cash
Day 1 Flows
Week 3 Day 2 Chapter 5: Pro-Forma Financial Statement Modeling
Day 1 Chapter 6: Building a Pro-forma Model (The case of caterpillar)
Chapter 8: Portfolio Models – Introduction and Chapter 9 –
Week 4 Day 2 Calculating Efficient Portfolios
Day 1 Chapter 9(Contd.)
Chapter 10: Calculating Variance- Covariance Matrix & Chapter
Week 5 Day 2 11: Estimating Beta and Security Market Line
Chapter 13: The Black-Litterman Approach to Portfolio
Day 1 Optimization
Week 6 Day 2 Chapter 14: Event Studies
Chapter 20: Bond Duration and Chapter 21: Immunization
Day 1 Strategies
Chapter 24: Generating and Using Random Number and Chapter
Week 7 Day 2 25: Introduction to Monte Carlo Methods
Day 1 Chapter 25: (Contd.)
Week 8 Day 2 Chapter 26: Simulating Stock Prices
Day 1 Chapter 27: Monte Carlo Simulation for Investment
Week 9 Day 2 Chapter 27: Contd.
Day 1 Chapter 28: Value at Risk
Week 10 Day 2 Excel Techniques
Day 1 Excel Techniques
Week 11: Day 2 Excel Techniques

**Two classes have been kept free to be used for presentation

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