Financial Model Implementation and Practice (cancelled)

online course

Due to the covid-19 outbreak, this course has been cancelled for 2020.

The course is constructed to cover a wide variety of topics in financial modelling:
For example:
Corporate valuation in terms of Discounted Cash Flow models
Portfolio optimization problem in finance
Valuation of options
Financial Risk modelling

Demonstrate skills, such that the student is able to:
Implement theoretical models and numerical computation for enterprise valuation.
Calculate the variance-covariance matrix and Find optimal portfolios.
Apply option pricing models, e.g. the binomial model and alternative models.
Measure financial risk with Value-at-risk and alternative models.

Course leader

Mo Zhang

Target group

Recommended prerequisites:
The basic operations in spreadsheet program like Microsoft are required. The student must have an elementary background in mathematics, matrix algebra, statistics and econometrics. The student is familiar with simple optimization methods (e.g., first-order conditions and Lagrange optimization).

Course aim

The course is numerically intensive and requires a considerable amount of student input. This purpose of the course is that the students can implement some important financial models with extensive use of computer software, for example, Excel/VBA, or other programming languages agreed between the instructor and student, and develop modelling skills for analyzing a variety of financial decision problems by using real-world data. The student obtains competencies to master modelling techniques such as regression analysis, optimization and binomial trees; and, the student can apply these modelling skills in specific financial contexts such as portfolio management, option pricing, sensitivity analysis in discounted cash flow models.

Fee info

EUR 0: Exchange students from a partner university pay no tuition. Guest students pay tuition fees.

NON-EU student: 4035 DKK per course (538 Euro)

EU Students: 2400 DKK per course (320 Euro)