Financial Modeling using Excel

All chapters

• FIN619/FIN455: syllabus
• Textbook: preface (my book)
•   Chapter #1: R installation/Excel basics
•   Chapter #2: Time value of money
•   Chapter #3: Financial statement analysis
•   Chapter #4: Risk vs. return
•   Chapter #5: T-test, F-test
•   Chapter #6: Bond and stock evaluation
•   Chapter #7: CAPM
•   Chapter #8: FF3, FFC4, FF5, etc.
•   Chapter #9: Various distributions
•   Chapter #10: Black-Scholes option model
•   Chapter #11: Monte Carlo Simulation
•   Chapter #12: VaR (Value at Risk
•   Chapter #13: Liquidity & high-freq data
•   Chapter #14: Portfolio Theory
•   Chapter #15: Credit Risk Analysis
• -------------------------------------
•   Chapter #16: R basics
•   Chapter #17: Excel basics (II)
•   Chapter #18: Data sources
•   Chapter #19: Utility functions
•   Chapter #20: Issues with Excel
•   Chapter #21: Data input
•   Chapter #22: Data manipulation
•   Chapter #23: Data output
•   Chapter #24: vlookup, solver
•   Chapter #25: Simple graph
•   Chapter #26: Excel Matrix
•   Chapter #27: Simple VBAs
•   Chapter #28: Simple Macros
•   Chapter #29: Pivot Table

Download and Install R

• Go to r-project.org =>Click Download under CRAN =>[Choose a mirror location nearby] =>[find your software]=>Click "base" to download
• YouTube: Windows (6m39s) | Mac (13m21s)

Learning Exdel

• my Excel website

My videos

•   video #1: Simple linear regressions #1
•   video #2: Simple linear regressions #2
•   video #3: Benford Law: an example of 23 receipts
•   video #4: Simple Multivariate Regression
•   video #5: Stock valualion
•   video #6: Conversion of effective interest rate (my 2-step approach)
•   video #7: Bond's duration
•   video #8: Event Study
•   video #9: Learning VBA in 5 minutes

Links

• Click here, click 'package', then choose.
• semTools : MASS, foreign, parallel, boot, Amelia, mice, GPArotation,mnormt, blavaan
• Random price movement