Course Catalog Description

Introduction

This course is designed to teach students the nature and availability of the financial data available at Stevens. The focus of the course will be on equity, futures, FX, options, swaps, CDS’s, interest rate swaps etc. They will learn to how use a Bloomberg terminal. As part of the course the students will be certified in the 4 areas that Bloomberg offers certification. We will cover the Thomson–Reuters Tick history data and basics of using this data. The course also introduces basics of applied statistics. Bloomberg terminal access will be required for any student taking the course on the web.

Campus	Fall	Spring	Summer
On Campus	X	X
Web Campus	X	X	X

Instructors

Professor	Email	Office
Agathe Sadeghi	asadeghi@stevens.edu	Babbio Center 209
Zhiyu Cao	zcao17@stevens.edu

More Information

Course Description

This course is designed to teach students the nature and availability of the financial data at Stevens. The focus of the course will be on equity, futures, FX, options, swaps, CDS's, interest rate swaps etc. You will learn how to use Bloomberg terminal. As part of the course, you will be certified in the 4 areas that Bloomberg offers certification. We will cover the Capital IQ database and WRDS; how to navigate through it and extract the data using the database itself or through API's. The course also introduces basics of applied statistics. Bloomberg terminal and Capital IQ access will be required for any of you taking the course on the web section.

Course Outcomes

This course is essential for learning the data which is available in Finance. After successfully completing this course, you will be familiar with the majority of data types and asset classes available in the financial industry. You will know how to use a Bloomberg terminal to research an asset and to download data for further analysis, a skill which is necessary for today's industry employment. This course can be helpful for any of you obtaining a job in the financial industry. The course is a prerequisite for any practical or empirical project using real data in Finance at graduate level. Every student enrolled in the capstone project course FE800 or planning on doing a Thesis FE900 should have taken this course.

After successful completion of this course, you will be able to:

Navigate the available data using the Bloomberg terminal.
Retrieve relevant information for your projects.
Learn how to use Bloomberg API (R and EXCEL).
Navigate through Capital IQ database.
Learn how to use Capital IQ API (EXCEL).
Learn how to run queries in WRDS.

Course Requirements

Participation in the lab activity
Homework: Submitted by the deadline
Project: An individual project should be submitted by the end of the semester.

Grading

Grading Policies

Description	Weights
Homeworks	55%
Individual Project	45%

Lecture Outline

Week	Topic	Reading
Week 1	Introduction	Course introduction, account set up and login and navigation overview
Week 2	B- Fundamental Analysis	BMC- Economic Indicators- Part I
Week 3	B- Fundamental Analysis	BMC- Economic Indicators- Part II
Week 4	B- Fundamental Analysis	BMC- Currencies- Part I
Week 5	B- Fundamental Analysis	BMC- Currencies- Part II
Week 6	B- Fundamental Analysis	BMC- Fixed Income- Part I
Week 7	B- Fundamental Analysis	BMC- Fixed Income- Part II
Week 8	B- Fundamental Analysis	BMC- Fixed Income- Part III
Week 9	B- Fundamental Analysis	BMC- Equities- Part I
Week 10	B- Fundamental Analysis	BMC- Equities- Part II
Week 11	B- API	Bloomberg API- R and Excel
Week 12	C- API and WRDS	Capital IQ API- Excel, WRDS query
Week 13	B- Fundamental Analysis	BMC- Portfolio Management I and II
Week 14	TBD	TBD