Topics in Financial Modeling:
Bonds
- Calculating default-adjusted & expected bond returns
- Duration
- Immunization strategies
- Modeling the term structure
Corporate finance models
- Bank valuation
- Basic financial calculations
- Building a financial model
- Calculating the cost of capital
- Financial analysis of leasing
- Financial analysis of leveraged leases
- Financial statement modeling
Option-pricing models
- Binomial option pricing
- Introduction to options
- Monte Carlo methods
- Option Greeks
- Portfolio insurance
- Real options
- The Black-Scholes model
- The lognormal distribution
- Using Monte Carlo for option pricing
Portfolio models
- Black-Litterman approach to portfolio optimization
- Calculating the variance-covariance matrix
- Efficient portfolios without short sales
- Estimating betas and the security market line
- Event studies
- Value at risk
Technical
- Array functions and array formulas
- Data tables
- Excel functions
- Gauss-Seidel method
- Generating random numbers
- Matrices
