course-details-portlet

BØA2042 - Financial Modeling using Excel

About

Examination arrangement

Examination arrangement: Written examination
Grade: Letters

Evaluation Weighting Duration Grade deviation Examination aids
Individual written examination 100/100 4 timer

Course content

The topics taught in this course are:
• Optimization of financing with complete financial plans,
• Statistical analysis of stock prices and stock returns,
• Computation of risk measures,
• Portfolio construction and optimization,
• Capital market models,
• Firm valuation,
• Option pricing models and real option valuation,
• Statistical analysis of time series,
• Simulation of time series.
The course mainly focuses on the implementation of financial data and models by means of Excel spreadsheets.

Learning outcome

In this course the student learns how to translate and implement financial data and financial models in Excel spreadsheets. The student will be able to generate meaningful graphical representations of financial data, to statistically analyze financial data and to solve financial decision problems and market models. The student also learns how to identify properties of financial models with respect to software implementation and solvability.
With respect to financial data and applications, the student will be able to use elementary and complex built-in Excel functions or add-inns like the Solver or Data Analysis Tool Pack. For problems that require repeated computations or do not fit into the two-dimensional spreadsheet presentation, the student learns to use the VBA environment of Excel and Microsoft Office.

Learning methods and activities

Lectures and data exercises.

Compulsory assignments

  • Two mandatory assignment

Further on evaluation

At the exam, most or all exercises need to be implemented with Microsoft Excel.
PC with Microsoft Excel will be provided and set up by NTNU.
No individual printed, hand written or electronically saved materials allowed.
No Internet connection allowed.
No network access or access to home and user directories from PC allowed
The exam follows the examination regulations of NTNU.

Specific conditions

Limited admission to classes. For more information: https://i.ntnu.no/wiki/-/wiki/English/Admission+to+courses+with+restricted+admission

Admission to a programme of study is required:
Økonomi og administrasjon (ØABACHELOR)

Required previous knowledge

This subject is only available for students currently enrolled in the Bachelor programme Business Administration at NTNU Business School, and foreign exchange students at the Faculty of Economics and Management.

This course requires elementary knowledge in accounting, economics and statistics.

Attendance will be limited due to exam capacity.

Course materials

The curriculum will be announced when the course commences and supplementary literature will be provided/referred to throughout the course.

Credit reductions

Course code Reduction From To
BØA3010 3.0
More on the course

No

Facts

Version: A
Credits:  7.5 SP
Study level: Intermediate course, level II

Coursework

Term no.: 1
Teaching semester:  SPRING 2018
Extraordinary deadline for course registration: 2017-12-01

Language of instruction: English

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Subject area(s)
  • Economics and Administration
Contact information
Course coordinator:
  • Denis Becker

Department with academic responsibility
NTNU Business School

Examination

Examination arrangement: Written examination

Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
Spring ORD Individual written examination 100/100 2018-05-26 09:00
Room Building Number of candidates
Summer UTS Individual written examination 100/100 2018-08-06 09:00
Room Building Number of candidates
  • * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
Examination

For more information regarding registration for examination and examination procedures, see "Innsida - Exams"

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