Financial Risk Modeling

Catalog description

Too often, finance courses stop short of making a connection between textbook finance and the problems of real-world business. Financial Risk Modeling bridges this gap between theory and practice by constructing a financial model from scratch and providing a nuts-and-bolts guide to solving common financial models using Excel. This course takes a variety of investment topics in the construction of Portfolio Models (i.e., efficient portfolio management and short sales, Variance-Covariance matrices, estimating betas and security market line, value at risk, option-pricing models, bonds and term structure of interest rates) and an introduction to Visual Basic for Applications (VBA) functions and applications. (Offered as an elective in the Business Analytics concentration of the Graduate School of Technology’s M.S. program in Data Analytics.)