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: 2018. március 9.

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

    Business information MSc

    Specialization Analitical Business Intelligence

    Course ID Semester Assessment Credit Tantárgyfélév
    VITMM102   3/0/0/v 4  
    3. Course coordinator and department Dr. Simon Csaba,
    Web page of the course https://elearning.tmit.bme.hu/
    4. Instructors

    KÓSA, Zsuzsanna PhD associate professor Department of Telecommunications and Mediainformatics

    SIMON, Csaba PhD assistant professor Department of Telecommunications and Mediainformatics

    5. Required knowledge

    Basic financial and business knowledge, definitions related to investing and debts

    6. Pre-requisites
    Kötelező:
    NEM ( TárgyEredmény( "BMEGT35M403" , "jegy" , _ ) >= 2
    VAGY
    TárgyEredmény("BMEGT35M403", "FELVETEL", AktualisFelev()) > 0)

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

    A kötelező előtanulmányi rendek grafikus formában itt láthatók.

    Ajánlott:

     No obligatory preliminary courses are expected.

    The course is the successor of the course BMEGT35M403.

    Therefore, those who has got credits on BMEGT35M403, are excluded from the course.

     

     

    7. Objectives, learning outcomes and obtained knowledge

    The general goal is to evaluate the value of the firms from outside based on theory, and help the investing decisions based on external evaluation. Special topics are: evaluation of securities based on risk and return, portfolio evaluation. Analyze the frequent cases is business, like direct industrial investment, investment through security market, loan providing to partners. Participants should recognize the unrealistic offers and transactions, an find compromised solutions.

    8. Synopsis

        Indicators to define the value and risk of a firm

        Possibilities to capitalize a firm

        Scoring of loan requests and loan offers

        Risk of exchange rates, risk of having debts

    o   Case study: investing at high level of debt

     •    Financial behaviour: behaviour of different investors,

        Features and risk of nonfinancial investments

        Financial investments, different types of securities, security market, financial market

        How to define price for securities bascet pricing, prediction of prices

    o    Case study: introduction of a firm to a stock exchange

     •   Risk descriptions, risk and yield expectations, risk-reduction, calculation of expected return

         Portfolio and security selection based on estimated return

        security market, return, forecasting return

        Theory of portfolio, options, selection of portfolio, analysis

    o    Case Study: Issuing corporate bonds

     •    Interest-based securities,

        Government bonds, evaluation of country risk and inflation,

        Pricing corporate bonds, securities with bascet-pricing

    o   Case Study: long term savings for pension age

     •    Predictions of bankruption with financial modells

        modelling komplex data-intenzive problems

    9. Method of instruction

    Lecture with interactive opportunities to put questions

    10. Assessment

    a. During the semester: 1 midterm test.

    b. In examing period: written exam with the possibility of oral extension

    c. Preliminary exam possibility: none

    d.  Signature is given at 4 points or over from the maximum 10 points of the midterm.

    11. Recaps

    The midterm can be re-written during the semester at a given date and time, and at the recup period in a second opportuniy at a given date and tine, but with extra fee.

    12. Consultations

    Before and after the lectures agreeing with the teachers

    13. References, textbooks and resources

    Literature:
    -    Bodie, Kane, Marcus: Investments, Mc Graw Hill 8. edition, 2009.
    Literature adviced:
    •    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
    15
    Preparation for tests16
    Homeworks
    0
    Processing prescribed text  7
    Preparation for exam
    40
    Total
    120
    15. Syllabus prepared by KÓSA,  Zsuzsanna PhD. associate professor Department of Telecommunications and Mediainformatics
    Comments

    The course is the successor of the course BMEGT35M403.

    Therefore, those who has got credits on BMEGT35M403, are excluded from the course.