Module in detail

KU.Campus

Home

Detailed information about the module

Module title:

Financial Modeling

Module title (english):

Financial Modeling

Module number:

82-021-FBK03-H-0507

Level:

Bachelor (UNI)

Course of study:

Type:

Modul

Organising faculty/Language Center:

Wirtschaftswissenschaftliche Fakultät

Instructors responsible:

Mählmann, Thomas

Examiners:

Credit points (ECTS):

competencies/skills:

The course offers an introduction to the evaluation and application of Elementary Financial Assets. It consists of
lectures and workshops. After every lecture there is the corresponding workshop:
 In the lectures students should become familiar with the (subjective) evaluation of risky assets, the portfolio theory,
event studies and the popular value at risk concept.
 In the workshops students should learn to apply these theoretical models in Excel and R.

course content/topics:

 Subjective evaluation of risky assets
- Expected utility hypothesis, risk premium
- Alternatives to the expected utility hypothesis
 Portfolio theory
- Returns and risks of portfolios of risky and risk free assets
- Construction of the mean variance envelope
 Factorial Asset Pricing Models
- Capital Asset Pricing Models
- Arbitrage Price Theory
- Black Littermann Approach to Portfolio Theory
 Event studies: Modeling and Application
 Value at Risk: Evaluation and application

formal requirements of admission:

recommended qualifications:

Microeconomics I, Mathematics

Lehr- und Lernformen/Lehrveranstaltungstypen:

requirements for the attainment of ECTS points:

Written exam (90 minutes) at the end of the semester

workload/distribution of ECTS points within the module:

45 h = Time of attendance lecture
45 h = Preparation and postprocessing lecture
60 h = Exam preparation
150 h = Total workload

calculation of module marks:

Written exam 100 %

teaching/learning method:

Lectures and workshop

compatibility with other courses of study:

Turnus des Angebots:

Beteiligte Fachgebiete:

Bemerkung: