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Financial Model Implementation and Practice - CANCELLED

Summer School of , 5 ECTS
Economics, commerce, management and accounting

Institution University of Southern Denmark (SDU)
Campus Odense
Duration 2 weeks
Tuition per term (Non-EU/EAA/CH) 538 EUR
Tuition per term (EU/EAA/CH) 320 EUR
Website https://www.sdu.dk/en/Uddannelse/SDU_summer_school/summerschool_courses


The course is numerically intensive and requires a considerable amount of student input. This purpose of the course is that the students can implement some important financial models with extensive use of computer software, for example, Excel/VBA, or other programming languages agreed between the instructor and student, and develop modelling skills for analyzing a variety of financial decision problems by using real-world data. The student obtains competencies to master modelling techniques such as regression analysis, optimization and binomial trees; and, the student can apply these modelling skills in specific financial contexts such as portfolio management, option pricing, sensitivity analysis in discounted cash flow models.


The course is constructed to cover a wide variety of topics in financial modelling:For example:
  • Corporate valuation in terms of Discounted Cash Flow models
  • Portfolio optimization problem in finance
  • Valuation of options 
  • Financial Risk modelling

Demonstrate competences, such that the student is able to: 
  • Use software (for example, Excel/VBA, or alternative software agreed between the student and instructor) to skillfully implement financial models introduced in the course in order to make empirical financial analysis.
  • Discuss the meaning of empirical results and the plausible values of its parameters.
  • Compare the advantages and disadvantages of different models and argue his/her model choice for specific dataset.
Recommended prerequisites: The basic operations in spreadsheet program like Microsoft are required. The student must have an elementary background in mathematics, matrix algebra, statistics and econometrics. The student is familiar with simple optimization methods (e.g., first-order conditions and Lagrange optimization). 

Admission/Tuition: NOTE: Exchange students from a partner university pay no tuition. Guest students pay tuition fees. Please read more: https://www.sdu.dk/en/Uddannelse/SDU_summer_school/Fees

For Further Information: Information from the Danish Agency for Higher Education can be located at http://en.fivu.dk/. You will find information about the Danish assessment of foreign qualifications in Guide to diploma recognition. About the Educational System in general, visit the section The Danish Higher Education System.


Summer 2020

Application date
Jun 01
Start date
Aug 03

Odense

Description

At Campus Odense 800 researchers and nearly 12 000 students every day work on discovering new knowledge, realisation, and education. Campus Odense is also home to The University Library of Southern Denmark which supports research and education through books and access to databases.

A web of cycle lanes connects Campus Odense with the inner city. A city filled with leisure offers for both students, researchers, and teachers.