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Quantitative Corporate Finance

Summer 2013 EMBA Course

B7399-123: Quantitative Corporate Finance

EMBA Saturday Electives, Menu F - 05:00AM to 06:00AM

Instructor: James Ballingall; Hans Tallis

The course provides fundamental techniques for simulation-based quantitative corporate finance, intuition regarding model design best practices, and an overview of cost-of-capital topics from a quantitative perspective.
Computation-intensive techniques have expanded the field of funding design in new directions, providing better insights about how operating and market risks flow through a firm. Coupled with recent advances in credit strength measurement and constraint-based optimization, we can now tune a capital structure while quantitatively trading off the concerns of debt lenders, equity investors, and management.
Students will produce fully functional simulation models in Excel, allowing Monte Carlo-based company modeling and risk management. The limitations of the quantitative approach and its relationship to classical methods will also be discussed.