| Course Name | Financial Modeling |
| Code | Semester | Theory (hour/week) | Application/Lab (hour/week) | Local Credits | ECTS |
|---|---|---|---|---|---|
| FIN 552 | Fall/Spring | 3 | 0 | 3 | 5 |
| Prerequisites | None | |||||
| Course Language | English | |||||
| Course Type | Elective | |||||
| Course Level | Second Cycle | |||||
| Mode of Delivery | - | |||||
| Teaching Methods and Techniques of the Course | ||||||
| Course Coordinator | ||||||
| Course Lecturer(s) | ||||||
| Assistant(s) | - | |||||
| Course Objectives | This course covers the frameworks and tools necessary to build advancedspreadsheet models for financial decision making. It is focused predominately on providing basic to intermediate financial modelling skills using Microsoft Excel and is specifically biased to those individuals seeking to learn new skills and develop a new understanding of financial modelling. |
| Learning Outcomes | The students who succeeded in this course;
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| Course Description | The financial models covered include portfolio management and estimation, capital budgeting, risk measurement, discounted cash flow models, and pricing of options. Basic financial concepts necessary to understand these models will be reviewed. Useful spreadsheet features such as data tables, scenario manager, database operations, pivot tables and charts, and other statistical builtin functions will be reviewed. |
| Related Sustainable Development Goals | |
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| Core Courses | |
| Major Area Courses | ||
| Supportive Courses | X | |
| Media and Managment Skills Courses | ||
| Transferable Skill Courses |
| Week | Subjects | Required Materials |
| 1 | Spreadsheet Essentials | Financial Modeling Simon Benninga |
| 2 | Financial Statement Modelling | Financial Modeling Simon Benninga |
| 3 | Using Financial Statement Models for Valuation | Financial Modeling Simon Benninga |
| 4 | Portfolio Models | Financial Modeling Simon Benninga |
| 5 | Portfolio Models | Financial Modeling Simon Benninga |
| 6 | Portfolio Models | Financial Modeling Simon Benninga |
| 7 | MIDTERM | Financial Modeling Simon Benninga |
| 8 | Risk Analysis | Financial Modeling Simon Benninga |
| 9 | Risk Analysis | Financial Modeling Simon Benninga |
| 10 | Option Pricing | Financial Modeling Simon Benninga |
| 11 | Option Pricing | Financial Modeling Simon Benninga |
| 12 | Option Pricing | Financial Modeling Simon Benninga |
| 13 | Introduction to Visual Basic | Financial Modeling Simon Benninga |
| 14 | REVIEW | |
| 15 | Review of the Semester | |
| 16 | Review of the Semester |
| Course Notes/Textbooks | Book indicated above |
| Suggested Readings/Materials |
| Semester Activities | Number | Weigthing |
| Participation | 16 | 10 |
| Laboratory / Application | ||
| Field Work | ||
| Quizzes / Studio Critiques | ||
| Portfolio | ||
| Homework / Assignments | ||
| Presentation / Jury | ||
| Project | ||
| Seminar / Workshop | ||
| Oral Exam | ||
| Midterm | 1 | 40 |
| Final Exam | 1 | 50 |
| Total |
| Weighting of Semester Activities on the Final Grade | 70 | |
| Weighting of End-of-Semester Activities on the Final Grade | 30 | |
| Total |
| Semester Activities | Number | Duration (Hours) | Workload |
|---|---|---|---|
| Course Hours (Including exam week: 16 x total hours) | 16 | 3 | 48 |
| Laboratory / Application Hours (Including exam week: 16 x total hours) | 16 | ||
| Study Hours Out of Class | 16 | 2 | 32 |
| Field Work | |||
| Quizzes / Studio Critiques | |||
| Portfolio | |||
| Homework / Assignments | 5 | 3 | |
| Presentation / Jury | |||
| Project | 1 | 16 | |
| Seminar / Workshop | |||
| Oral Exam | |||
| Midterms | 1 | 18 | |
| Final Exams | 1 | 21 | |
| Total | 150 |
| # | Program Competencies/Outcomes | * Contribution Level | ||||
1 | 2 | 3 | 4 | 5 | ||
| 1 | To be able to contribute to the science by improving the knowledge in the field with a level of sufficient expertise based on the qualifications of the master degree. | X | ||||
| 2 | To be able to identify, analyze and interpret the oriented problems of the financial science and the business world. | X | ||||
| 3 | To be able to develop a unique idea, method or application in the field of finance. | X | ||||
| 4 | To be able to transform knowledge in the field to an academic research by mastering existing theory and research in its field. | X | ||||
| 5 | To be able to gain effective communication skills that enables to express the original research results and opinions in the field of finance at scientific meetings and/or within the expert community. | X | ||||
| 6 | To be able to use the results of scientific studies conducted in the field, in relevant refereed journals while publicising them or presenting them in scientific meetings while disseminating knowledge gained. | X | ||||
| 7 | To be able to analyze and resolve national and international developments and its influences on markets with an interdisciplinary perspective. | X | ||||
| 8 | To be able to conduct independent research. | X | ||||
| 9 | To be able to demonstrate ethical values in the stages of collection, interpretation, dissemination and application of data related to finance field. | X | ||||
| 10 | To be able to prepare an original thesis / term project in accordance with the criteria related to the field of finance. | |||||
| 11 | To be able to use a foreign language to follow information about the field of finance and participate in discussions in academic environments. | |||||
*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest
