Об этом курсе
4.6
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Рецензии: 37
Специализация
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Доступные языки

Английский

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Summary StatisticsFinancial ModelingDiversification (Finance)Investment
Специализация
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Доступные языки

Английский

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Программа курса: что вы изучите

Неделя
1
Часов на завершение
1 ч. на завершение

Getting Started

Welcome! This opening module was designed to give you an overview of the Business and Financial Modeling Capstone, in which you will be working with historical financial data to calculate individual returns and summary statistics on those returns. The project has multiple steps, which are outlined below in the "Project Prompt", and culminates in a recommendation for portfolio allocation that you will prepare a presentation on. You will draw on elements from all courses to complete this project, and you can use your final presentation as a work sample to improve your current job or even find a new one. Before moving on, complete the "Project Scope Quiz." The work you do this week enables you to understand the steps needed to successfully complete your final project....
Reading
3 материалов для самостоятельного изучения, 1 тест
Reading3 материала для самостоятельного изучения
Project Description - Read me first!10мин
Project Prompt10мин
Historical Stock Data10мин
Quiz1 практическое упражнение
Project Scope Quiz10мин
Неделя
2
Часов на завершение
3 ч. на завершение

Steps 1 and 2: Yahoo Finance

In this module, which correlates to Steps 1 and 2 in the Project Prompt, you'll be working with a historical data set to calculate performance data and to provide summary statistics on that data. These calculations will allow you to practice using Spreadsheets for financial calculations, and provides the foundational skills and numbers for the next steps of the project. First, you'll use the set to calculate daily returns on a set of securities. You'll then use your Spreadsheet skills to calculate summary statistics. You'll be given the opportunity to test your knowledge with a sample return to see if your calculations are correct. And you may want to refresh your recollection of the content from the Specialization with the lectures included here. The work you complete this week allows you to form the basis for comparing stock performance, which you will use in creating the investment portfolio for your final project as well as the comparison to the performance of a single stock....
Reading
6 видео (всего 101 мин.), 4 материалов для самостоятельного изучения, 2 тестов
Video6 видео
How Models are Used in Practice (Fundamentals of Quantitative Modeling)10мин
Mathematical Functions (Fundamentals of Quantitative Modeling)20мин
Navigating a Spreadsheet and Crafting Formulas (Introduction to Spreadsheets)19мин
How To Build an Optimization Model: Hudson Readers Ad Campaign (Modeling Risk and Realities)13мин
Data and Visualization: Graphical Representation (Modeling Risk and Realities)22мин
Reading4 материала для самостоятельного изучения
More on Close Price versus Adjusted Close Price10мин
More on the Sharpe Ratio10мин
Sample Returns Spreadsheet (AAPL)10мин
PDFs of Refresher Video Slides10мин
Quiz2 практического упражнения
Daily Returns Quiz20мин
Summary Statistics Quiz20мин
Неделя
3
Часов на завершение
3 ч. на завершение

Step 3: Creating an optimal risky portfolio on the efficient frontier

In this module, you'll go beyond calculating simple returns to tackle the more advanced task of finding the minimum variance and "optimal risk portfolio" weights for a portfolio of selected securities (note, the "optimal risky portfolio" is also known as an "optimal portfolio" or "tangent portfolio"). You'll follow the tasks in Step 3 in the Project Prompt and use the resources below to calculate the portfolio weights for two securities that results in the portfolio with the minimum variance; then, you'll calculate the "optimal risky portfolio" on the efficient frontier for these same two securities, then for all 10 stocks in the pool. You'll be quizzed on your calculations and other insights that emerge from this exercise. The work you complete this week gives you practice in creating an optimal risky portfolio, which is a key component of your final project. Note: There are a number of resources available on the internet providing step-by-step instructions on how to use Excel to create an "optimal risky portfolio" on the efficient frontier given a certain set of available assets. We encourage you to attempt to use the skills you gained during the Specialization to work through these steps independently; you are, however, permitted to utilize third-party resources if you find it necessary. We've included some lectures from the underlying Specialization courses concerning Solver, optimization, and other relevant topics. ...
Reading
7 видео (всего 116 мин.), 5 материалов для самостоятельного изучения, 1 тест
Video7 видео
Present and Future Value (Fundamentals of Quantitative Modeling)15мин
Optimization (Fundamentals of Quantitative Modeling)13мин
Linear Programming (incl. Solver) (Introduction to Spreadsheets)9мин
Optimizing with Solver, and Alternative Data Inputs (Modeling Risk and Realities)26мин
Adding Risk: Managing Investments at Epsilon Delta Capital (Modeling Risk and Realities)18мин
Using Scenarios for Optimizing Under High Uncertainty, Sensitivity Analysis and Efficient Frontier (Modeling Risk and Realities)15мин
Reading5 материала для самостоятельного изучения
Videos Explaining the Efficient Frontier and Optimal Risky Portfolio10мин
More on Portfolio Variance10мин
More on the Efficient Frontier10мин
More on Short Selling10мин
PDFs of Refresher Video Slides10мин
Quiz1 практическое упражнение
The Minimum Variance and Optimal Risky Portfolio20мин
Неделя
4
Часов на завершение
1 ч. на завершение

Step 4: Optional exercise using CAPM tables

The Capital Asset Pricing Model, or CAPM, is another tool used by investors to weigh the risks and rewards of potential investments. In this optional module covering Step 4 in the Project Prompt, you can use CAPM as a vehicle to further strengthen your financial modeling skills, including using regression concepts. You may revisit the Specialization lectures below touching on regression. To test whether you've grasped the concepts in the CAPM model, this module includes a short quiz. This assessment is formative, meaning your score will not count towards your final grade. The work you do this week may inform how you build the mixed asset portfolio of your final project, but it is not necessary to complete the final project....
Reading
3 видео (всего 30 мин.), 3 материалов для самостоятельного изучения, 1 тест
Video3 видео
Use of Regression Models (Fundamentals of Quantitative Modeling)15мин
Correlation and Regression (Introduction to Spreadsheets)7мин
Reading3 материала для самостоятельного изучения
Video on the Capital Asset Pricing Model (CAPM)10мин
More on the Capital Asset Pricing Model10мин
PDFs of Refresher Video Slides10мин
Quiz1 практическое упражнение
Capital Asset Pricing Model10мин
4.6
Формирование карьерного пути

25%

начал новую карьеру, пройдя эти курсы
Карьерные преимущества

83%

получил значимые преимущества в карьере благодаря этому курсу
Продвижение по карьерной лестнице

25%

стал больше зарабатывать или получил повышение

Лучшие рецензии

автор: AVNov 2nd 2017

Good course that helps understand different considerations to take into account when creating models. Well laid out Capstone project to help understand portfolio diversification and Optimal Portfolio.

автор: RTSep 26th 2016

Really a great set of courses to understand and apply models to many different scenarios. I was able to use the skills I learned right away in my profession. Would definitely recommend.

Преподавателя

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Richard Lambert

Professor of Accounting
Accounting- Wharton School
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Robert W. Holthausen

Professor
Accounting
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Don Huesman

Managing Director, Wharton Online
Innovation Group- Wharton School
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Richard Waterman

Professor of Statistics
Statistics-Wharton School

О University of Pennsylvania

The University of Pennsylvania (commonly referred to as Penn) is a private university, located in Philadelphia, Pennsylvania, United States. A member of the Ivy League, Penn is the fourth-oldest institution of higher education in the United States, and considers itself to be the first university in the United States with both undergraduate and graduate studies. ...

О специализации ''Business and Financial Modeling'

Wharton's Business and Financial Modeling Specialization is designed to help you make informed business and financial decisions. These foundational courses will introduce you to spreadsheet models, modeling techniques, and common applications for investment analysis, company valuation, forecasting, and more. When you complete the Specialization, you'll be ready to use your own data to describe realities, build scenarios, and predict performance....
Business and Financial Modeling

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