Financial Modeling

Academic Year: 2011 | 2012

Trimester | Semester: 1

Instructor(s): / Carlos Rondo Joaquim Cadete / Carlos Rondo

Course Description: To became a more effective business and financial manager there are certain spreadsheet modeling skills, automation and programming knowledge that must be mastered. This course will focus on advanced spreadsheet features and modeling with Excel, programming and automation of Excel using VBA. In that sense, several applications will be done using interestrate models and balance-sheet analysis. The course will use a learn by doing modular approach with real life business examples. Course Content: MS Excel Advanced functions and formula, Goal Seek, Solver, Macros, VBA, User Functions, Excel fundamental objects, Events, User Forms

Course Objectives: At the end of the course, students should be able to: Use advanced functions and formula including array functions Master Goal Seek, Solver, Tables, Scenarios and Pivot Tables Create and Edit Macros Using VBA to create user functions and automate processes Create UserForms Create Models that are easy to navigate and use them to assist your decision making process

Grading: Average of several individual assignments Bibliography: Online Excel files with tutorials and exercises at: http://158.162.0.15/fm Anderson, Nicola (1996), Estimating and Interpreting the Yield Curve, Chapters 1-5; Clewlow, Les and Strickland, Chris (1998), Implementing Derivatives Models, Chapters 6 and 7. Biography: Carlos Rondo teaches Advanced Excel in Master Programs and Computer Science and Technology Information Systems in the Undergraduate Degree in Management and Economics. He also works as a consultant in those areas. His areas of interest focus on Excel and advanced Excel programming using VBA, data warehousing and business intelligence systems

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Joaquim Cadete was Director for Citigroup Global Markets Limited between 2000 and March 2011, with direct responsibility for Portuguese institutional investors on all structured products. Before that, he worked for ABN AMRO N.V. as a member of the Fixed Income Research Team, with a special focus on relative value across Euroland. He started his career in 1994 in the Portuguese Treasury. He teaches in different programs at FCEE-Catlica, both in Graduate Programs and Executive Education Courses.

Contact(s) & Office Hours: Carlos Rondo cdr@clsbe.lisboa.ucp.pt Joaquim Cadete japcadete@gmail.com

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