The module develops the financial modelling skills used in the application of financial theory to practical problems in investment analysis, portfolio management, and valuation. In particular, the course will cover the application of Excel spreadsheet functions and programming to the statistical analysis of financial market data, the use of optimization models to determine mean-variance efficient allocations of financial assets, and the valuation of fixed income and derivative securities. Additional topics to be covered include, active portfolio management, simulation and retirement planning, and the valuation of exotic options and high yield bonds.
