Course Objectives
- Teaching stochastic financial modelling
- Teaching risk analysis and applications
- Teaching spreadsheet based risk modelling techniques
Topics
- Fundamentals of Financial Modelling
- Risk Analysis
- Monte Carlo Simulation
- Net Present Value and Internal Rate of Return
- Modelling Financial Statements
- Portfolio Models
- Value at Risk
- Simulating Financial Time Series
- Financial Options
- Real Options
- Analysis of real world applications
