Ficha de unidade curricular (FUC) Modelling in Finance

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Class #1: Intro, set up groups, gather emails if
necessary. Discuss files in the course folder,
software to install, and recommended books.
Errors in spreadsheet modeling and their
consequences (last tab in Margin Account
Modeling Assignment – pasting data from a
2
pdf into Excel). Pasting data from a pdf.
Class
#2:
Margin
Account
Modeling
Assignment – solution to homework #1.
Construct the first row, explain formulas.
Class
#3:
Margin
Account
Modeling
Assignment – modeling price paths. Explain
formulas & modeling approach. “Intro to
EditPadPro and regexes - Extracting data
from a Word file with solution.pdf”.
Class #4: Solution to homework #2. ISERR
function. VBA code for assigning names to
cells. Discussion of chart macro. Email after
class:
“Lognormal
Asset
Price
Path
Simulation Assignment.xls”.
Class#5:
Intro
to
Excel’s
user-defined
functions – in class, go over the file “Marek’s
user-defined
functions.xls”
and
“event
trigger.xls”.
Class#6: Solution to Capital Budgeting
Assignment,
automated
solver
demo,
conditional formatting. Intro to Perl.
Class#7: Talk about “user form.xls”. Show
F7/ShiftF7 object/code switch. Demonstrate
the use of “Public” variable declaration on top
of a module – go through the code. Explain
Otobai Project – expected CF and calculation
of NPV, basic idea of monte carlo (“get
10,000
sets
normal/uniform
of
CFs
for
yeas
1-10),
distribution
and
their
3
rescaling to achieve desired errors, idea of
intertemporal (vart = vart-1 + error) and
intervariable (errorvar_y = errorvar_x x
some_multiple) links.
Class#8: Solution to Otobai project. Go over
“blank” sections of code. Explain how x-axis
formatting on charts is achieved. If time
remains, talk about pro-forma modeling and
Chimbulak assignment.
Class #9: Solution to Chimbulak assignment.
Class #10: exam review
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+838+838>4
• Brealey-Myers-Allen: Corporate Finance, chapter 10.
• Benninga, Simon - Corporate Finance, a Valuation Approach, chapters 2 and 3.4.
• Benninga, Simon - Principles of Finance with Excel, chapters 27-34
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