Financial ModellingUNIVERSITÀ DELLA SVIZZERA ITALIANA
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- Mendrisio (Svizzera)
The purpose of the course is to provide students with an applied view of the theories that have been encountered in the Capital Markets course. This course is, therefore, prerequisite for Financial Modeling. You will do extensive use of Excel to develop applications within domains such as the Markowitz Model, the CAPM, Estimation of the Variance-Covariance Matrix of Returns, Equity Analysis, the Treynor-Black Model, the Black-Litterman Approach, Long-Short Portfolios, Transaction Costs, and Performance Evaluation.