Financial Modeling

Course description

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.


Program Takeaways

Derivatives pricing (e.g. options, swaps)

Portfolio theory, optimization and performance measures

Risk measures (e.g. VaR, Expected shortfall)

Practical skills using Excel/VBA



  Microsoft Excel/VBA

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