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,
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