Introduction to Valuation for Financial Engineers
The course presents a comprehensive framework for valuation that applies to discounted cash flows, bonds and fixed income products, corporate securities, forward contracts (including futures) and options. The class will emphasize simulation techniques in Excel, but students may use Python as an alternative or supplementary resource. Being an introductory core course, it does not go into depth into all subject areas, but provides a suitable and broad foundation for advanced elective courses in advanced valuation, corporate finance, investment, derivatives, and trading. Students will be asked to evaluate a real-world valuation problem in a corporate setting taken from an actual consulting situation. The output is a written report of the problem, a description of the model employed, and the analytical results of the modeling process, together with a verbal presentation.
- 6 hrs/week of self-study
- 30 Hours
- for: 大学
Industry Full Professor of Finance, NYU Tandon School of Engineering