Financial choices (with computer application)
 /  Financial choices (with computer application)
Financial choices (with computer application)

Objective: The aim of this course is to apply Excel to the resolution of key problems of finance. After a reminder of the main functions of Excel, we will develop applications in actuarial calculation, valuation of options and portfolio management.

Outline:

1. Reminders

  • Application of a scale for the calculation of tax

2. Actuarial calculation

  • Construction of debt amortization schedules
  • Bond calculation (price, sensitivity, duration)
  • Construction of the zero-coupon and forward rate curve forward.

3. Option pricing

  • Modeling the course of an action by a stochastic process
  • Introduction to the Monte Carlo method for evaluating options

4. Portfolio Management and Optimization

  • Building the efficient frontier
  • Calculation of statistics on stock market data

Grading: Final exam at the end of the semester.

Bibliography:

  • Winston Wayne L., Excel pour le business et la finance, Microsoft Press, 2004.

Speakers

General information

Address :

122, rue de Vaugirard
75006 Paris, FRANCE

L4 L6 L12 L13 Montparnasse
L10 L13 Duroc
L4 Saint-Placide
L12 Falguière

Phone :
+33 (0)1 53 63 80 76

Email :
secretairembf@u-paris2.fr

RECRUITMENT

Shortlisted results announced
14 juin 2022

Interviews
22 et 23 juin 2022

Final admission results
24 juin 2022 au plus tard

Fin des inscriptions administratives
8 juillet 2022 (MBF1 et MBF2), 13 juillet 2022 (Master 2 TFB).

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