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.