We are introducing Excel and VBA to master the basic challenges in the financial industry. The theory gained in the previous course Investment-, Portfolio- and Risk Management is applied to real datasets in finance. We focus again on the topics derivatives pricing, portfolio theory and risk measures. Before, you learn how to gather financial data from open sources using API’s and how to clean your own dataset. Participants work in our computer lab in small groups, individually supported by our instructors. After taking this course, participants have improved their own practical skills, transforming financial theory into real-world financial applications.
Derivatives pricing (e.g. options, swaps) Portfolio theory, optimization and performance measures Risk measures (e.g. VaR, Expected shortfall) Practical skills using Excel/VBA