Budapest University of Technology and Economics, Faculty of Electrical Engineering and Informatics

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    Business and Financial Analytics

    A tantárgy neve magyarul / Name of the subject in Hungarian: Üzleti és pénzügyi elemzés

    Last updated: 2013. november 4.

    Budapest University of Technology and Economics
    Faculty of Electrical Engineering and Informatics

    Business Information Systems MSc.

    Specialization:

    Analytical Business Intelligence

    Financial Informatics 

    Course ID Semester Assessment Credit Tantárgyfélév
    GT35M403 0,2 3/0/0/v 4  
    3. Course coordinator and department Dr. Sebestyén Zoltán, Menedzsment és Vállalatgazdaságtan Tanszék
    4. Instructors

    Name:

    Position:

    Department:

    KÓSA, Zsuzsanna PhD

    associate professor

    Dep. of. Telecommunications and Mediainformatics

    ORMOS, Mihály Ph.D

    associate professor

    Department of Finances

    5. Required knowledge

    Basic financial and economic knowledge; knowledge about investments, credits and loans.

    6. Pre-requisites
    Kötelező:
    Training.code=("5N-MGAIN")

    A fenti forma a Neptun sajátja, ezen technikai okokból nem változtattunk.

    A kötelező előtanulmányi rendek grafikus formában itt láthatók.

    Ajánlott:
    none
    7. Objectives, learning outcomes and obtained knowledge

    The main purpose of the course is to build up a theoretical basis for the external evaluation of the firms, and to support the investments based on that evaluations. Within that there are special topics, like the followings: evaluation of securities based on risk and return analysis, portfolio management. Analysis of frequent business cases like: investment and lending situations, financial risk assessment, recognition of unrealistic transactions or offers with extremely high risk, finding acceptable compromised solutions.

    8. Synopsis

    Synopsis :

     

     Indicators to evaluate value and risk of  firms

     Involving new capital to enterprises, possible forms, strategies for securing 

     Pricing credits, evaluation of claims, scoring credit-claims , 

     Risk of exchange rates, risk of having loans

     

    Business Case study 1: CAPEX with high level of Debt/Equity

     

     Financial behavior: investor types, expectations  and behavior

     Non financial investments and their risks

     Financial investments, securities, security markets, financial markets

     Pricing of securities, basket pricing method, forecasting rates

    o Business Case study 2: Firm entering to the capital market

     

     Definition of risk, relation between risk and yield, distribution of risk, calculation of yield 

     Selection of securities and portfolios, based on returns

     Market of securities, forecasting return 

     Theory for portfolios, options and their effects, selecting and analyzing portfolio and securities 

    o Business Case study 3: Preparing for pension funding

     

     Analysis of securities with interests

     Government securities, evaluation of county risk and inflation

     Pricing firms securities , pricing basket for securities 

    o Business Case study 4: Firm issuing new bonds and securities 

     

     Prediction of breakdown with financing modeling

     Solutions and models for data intensive and complex problems  

    9. Method of instruction

    Lectures with possibility of interaction 

     

    10. Assessment
    a. During  the semester there is one  in-class test (ZH).
    b. In the examination period: written  exam with the possibility of oral extension, there is no preliminary examination date
    c. Condition for the signature is that the aggregate performance on the test exceeds 40% 
    11. Recaps

    There is one possibility to repeat the test in the teaching period. In the rectification period(repeat period) there is another (final) possibility to rewrite the in-class test (ZH).

     

    12. Consultations
    Preliminary appointment with instructors or after the lectures
    13. References, textbooks and resources
    Main textbook:
    - Bodie, Kane, Marcus: Investments, Mc Graw Hill 8. edition, 2009.
    - Magyarul is megjelent Bodie, Kane, Marcus: Befektetések,  Aula kiadó 2005.
    Readings:
     T. H. Davenport, J. G. Harris: Competing on Analytics: The New Science of Winning, Harvard Business Press, 2007
     A. Kuznetsov, The complete guide to capital markets for quantitative professionals, McGraw-Hill Professional, 2006
     E. A. Helfert: Techniques of Financial Analysis: A Guide to Value Creation, Edition: 11, McGraw-Hill/Irwin, 2003
     G. T. Friedlob, L. L. F. Schleifer: Essentials of Financial Analysis, John Wiley and Sons, 2003

    14. Required learning hours and assignment

    Lessons

    42

    Preparation for classes

    20

    Preparation for test

    10

    Homework

        ---

    Processing prescribed texts

    ---

    Preparation for exam

    48

    Total

    120

    15. Syllabus prepared by

    Name:

    Position:

    Department:

    KÓSA, Zsuzsanna PhD

    associate professor

    Dep. of. Telecommunications and Mediainformatics

    ORMOS, Mihály Ph.D

    associate professor

    Department of Finances