Brief Course Description
1. Course Title:
Financial econometrics & Financial Modeling
2. Language of Instruction:
Tiếng Anh
3. Course Code:
FIN505163
4. Credits:
3
5. Course Objectives:
This course provides knowledge and skills in building and applying financial models in practice to support investment decision-making and financial management. Students will practice using Excel, VBA, and Matlab in key areas.
6. Brief Description of Course Content:
This course refers to various financial models that bring the knowledge learned from textbooks to real life when financial decisions are made reliably. The basics of information technology and statistics are combined with financial theories to develop quantitative models for decision making in the field of corporate financial management, investment and portfolio management, and assets pricing. With the support of computer software, the ability to calculate and process data in financial models is implemented quickly and efficiently. Therefore, the subject is very practical as its application in reality has a great potential in industries. The subject of financial modeling focuses on the application of Excel, VBA and MatLab to develop: (1) Corporate finance models (2) Portfolio management models and Monte Carlo Simulation. 3) Option pricing models and Monte Carlo Simulation. 4) Models for Bond valuation, immunization strategies and term structure of interest rates.