Difference between revisions of "FE511 Financial Lab: Introduction to Bloomberg and Thomson Reuters"

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== Description ==
 
== Description ==
Instroctor: Dragos Bozdog
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Instructor: Dragos Bozdog
 
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Email: dbozdog@stevens.edu
 
Email: dbozdog@stevens.edu

Revision as of 11:14, 10 August 2015

Description

Instructor: Dragos Bozdog
Email: dbozdog@stevens.edu
Office: Babbio 429A
Bloomberg Specialists:

David Mitchell – Equity
Dharrini Gadiyaram – Commodities
Francesco Tonin ‐ Foreign Exchange
Eric Leininger – Fixed Income



Course Objectives

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 students taking the course on WebCampus.


Outcomes

After taking this course, students will be able to:

  • Navigate the available data using the Bloomberg terminal.
  • Retrieve relevant information for their projects.
  • Learn how to use Bloomberg Excel API. These three objectives are tested using the Bloomberg certification system.
  • Navigate the available Thomson Reuters Sirca Historical Data. Tested using the Sirca Project.
  • Perform simple data analysis on data set. Tested using final Sirca project.

Lecture Outline

Week Topic(s) Readings Assignments
1 Introduction Course Introduction & HFSL
Overview
BBG Logins
Bloomberg (Core Exam)
2 Bloomberg – Fundamental Analysis Bloomberg Navigation (Equity) – Part I. Assignment 1 Bloomberg certificate (Equity)
3 Bloomberg – Fundamental Analysis Bloomberg Navigation (Equity) – Part II Assignment 2
4 Bloomberg – Fundamental Analysis Bloomberg Navigation (Fixed Income) – Part I Assignment 3 Bloomberg certificate (Fixed Income)
5 Bloomberg – Fundamental Analysis Bloomberg Navigation (Fixed Income) – Part II Assignment 4
6 Bloomberg – Fundamental Analysis Bloomberg Navigation (Foreign Exchange) – Part I Assignment 5 Bloomberg certificate (Foreign Exchange)
7 Bloomberg – Fundamental Analysis Bloomberg Navigation (Foreign Exchange) – Part II Assignment 6
8 Bloomberg – Fundamental Analysis Bloomberg Navigation (Commodities) – Part I Assignment 7 Bloomberg Certificate (Commodities)
9 Bloomberg – Fundamental Analysis Bloomberg Navigation (Commodities) – Part II Assignment 8
10 Bloomberg Tools API ‐ R, C++, VBA, Java
11 Bloomberg Project Presentation Bloomberg project due
12 Sirca – Thomson Reuters Tick History Web interface and API Assignment 9
13 Sirca – Thomson Reuters Tick History SAS and R - automatic downloader (API) Assignment 10
14 Sirca Project Presentation SIRCA project due

Grade Policy

Assignments – 40%
Final Projects – 60%