Advanced Financial Modelling IV Semester – Finance Paper (Practical – Lab Based) Course Faculty: S.Vinoth Teaching Hours : 5 Hours + 2 Hours* (For watching videos)

Advanced Financial Modelling Course Objective: The course aims to enable students to use and implement Financial Modeling to solve practical problems along the breadth of Financial Industry Laptop Compulsory for Classes Unit – I (8 hours) Introduction to Financial Modeling – What is Financial Modeling?, Recap of Major Functions in Excel, Accuracy, Flexibility & User-friendliness of Financial models, Defining Model objectives, Setting up modules, Identifying inputs and variables, Defining deliverables and functionality, Stress testing Models and Model Documentation

Advanced Financial Modelling Unit – II (14 hours) Financial Modeling for Risk Management Multi Asset Class Portfolio Performance Reporting, Regression Analysis, Monte Carlo Simulation, Derivatives and Pricing using Excel, Option Greeks Modeling in Excel. Financial Modeling for Credit Default Swaps

Advanced Financial Modelling Unit – III (8 hours) Financial Modeling for Valuation and Statement Analysis Financial Statement modelling Projection of Revenues, Costs and other Income Statement and Balance Sheet items, Select model drivers and assumptions, Creating a dynamic model for Financial Statements, Modeling need for financing in future time, Financial Modeling for Mergers and Acquisitions.

Advanced Financial Modelling Unit – IV (6 hours) Financial Modeling for Debt Repayment Models for Debt repayment, Modeling Amortizing Loans, EMIs, Financial Modeling for Bonds and Bond Pricing

Advanced Financial Modelling Unit – V (12 hours) Exercises and Tutorials Exercises on various financial modeling problems Cases  

Advanced Financial Modelling Unit – V (12 hours) Exercises and Tutorials Exercises on various financial modeling problems Cases  

Advanced Financial Modelling FinShiksha Videos, Handouts, Worksheets Text Book: 1. Simon Benninga(2008), Financial Modelling with Excel, 3rd Edition., MIT Press.   Reference Book: 1. Bill Dalton, Financial Products-An Introduction using Mathematics and Excel, Cambridge. 2. Danielle Stein Fairhurst, Using Excel for Business Analysis: A Guide to Financial Modelling Fundamentals, 3. Wiley Alastair Day, Mastering Financial Modelling in Microsoft Excel 3rd Edn: A Practitioner's Guide to Applied Corporate Finance (3rd Edition), FT Press, 2012.

Advanced Financial Modelling Marks Distribution – Total 100 Marks External Examination (Practical's) – 75 Marks Internal - 25 Marks CIA - 50 Converted to 4 Marks Model - 75 Converted to 6 Marks Video Assignments 3 Marks Quizzes 2 Marks Project 5 Marks Attendance 5 Marks  

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