JEM128 - Financial Modeling Using MS Excel, VBA

Credit: 4
Status: CFS - elective
EEI and EP - elective
ET - elective
F,FM and B - elective
Masters - all
MEF - elective
Semester - summer
Course supervisors: doc. PhDr. Ing. Ing. Petr Jakubík Ph.D. Ph.D.
Course homepage: JEM128
Literature: BENNINGA S:. Financial Modeling. The MIT Press, 2nd Edition. Cambridge (MA), 2000.
JACKSON M., STAUNTON M.: Advanced modeling in finance using Excel and VBA, Wiley & Sons Ltd, 2001.
WALKENBACH J: Excel 2003 Power Programming with VBA. Wiley Publishing, 2004.
WALKENBACH J: Microsoft Office Excel 2003 Programování ve VBA. Computer Press, Brno, 2006.
Description: This course is aimed to present some financial and business models and to show how they can be developed, solved or simulated using Microsoft Excel and its embedded Visual Basic for Applications (VBA) programming language. After a general short repetition of Excel and basic teaching in VBA, the course covers standard financial models (portfolio models, option pricing, simulation, corporate finance etc.). The aim of the course is to be a hands-on course with little theory where the students implement what they have studied on previous courses. The course should serve to bridge the gap between financial theory and its implementation.


McKinsey & Company