330.222 Investment and Financing 2
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2019W, VU, 1.5h, 2.0EC
TUWEL

Properties

  • Semester hours: 1.5
  • Credits: 2.0
  • Type: VU Lecture and Exercise

Learning outcomes

After successful completion of the course, students are able to:

  • Determine optimal portfolio decisions according to the portfolio theory of Markowith
  • Implement analyze constant proportion portfolio investment strategies in R
  • Determine optimal portfolio compositions over time
  • Price derivative instruments: Forward and Futures contracts
  • Price derivative instruments: Option contracts

Subject of course

1) Basics of Finance

2) Portfolio-theory

3) Monte Carlo Simulation (MCS) studies in R

4) CPPI investment strategies

5) Dynamic portfolio-optimization

6) Derivatives: Forwards, futures, and options

7) Derivatives: Monte Carlo Simulation

Teaching methods

Constructivist teaching methodology

Mode of examination

Immanent

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Thu14:00 - 16:0003.10.2019 - 30.01.2020HS 11 Paul Ludwik Investition und Finanzierung 2
Investment and Financing 2 - Single appointments
DayDateTimeLocationDescription
Thu03.10.201914:00 - 16:00HS 11 Paul Ludwik No course in WS 2019/20
Thu10.10.201914:00 - 16:00HS 11 Paul Ludwik Investition und Finanzierung 2
Thu17.10.201914:00 - 16:00HS 11 Paul Ludwik Investition und Finanzierung 2
Thu24.10.201914:00 - 16:00HS 11 Paul Ludwik Investition und Finanzierung 2
Thu31.10.201914:00 - 16:00HS 11 Paul Ludwik Investition und Finanzierung 2
Thu07.11.201914:00 - 16:00HS 11 Paul Ludwik Midterm
Thu14.11.201914:00 - 16:00HS 11 Paul Ludwik No course in WS 2019/20
Thu21.11.201914:00 - 16:00HS 11 Paul Ludwik Investition und Finanzierung 2
Thu28.11.201914:00 - 16:00HS 11 Paul Ludwik Investition und Finanzierung 2
Thu05.12.201914:00 - 16:00HS 11 Paul Ludwik Investition und Finanzierung 2
Thu12.12.201914:00 - 16:00HS 11 Paul Ludwik Endterm
Thu09.01.202014:00 - 16:00HS 11 Paul Ludwik No course in WS 2019/20
Thu16.01.202014:00 - 16:00HS 11 Paul Ludwik No course in WS 2019/20
Thu23.01.202014:00 - 16:00HS 11 Paul Ludwik No course in WS 2019/20
Thu30.01.202014:00 - 16:00HS 11 Paul Ludwik No course in WS 2019/20

Examination modalities

  • Midterm and final exam with calculation & case examples and multiple-choice questions
  • Preparation for the lecture via reading assignments and homeworks
  • Project work
  • Case presentations and discussions in the lecture

Course registration

Begin End Deregistration end
03.09.2019 00:00 10.10.2019 12:00 10.10.2019 12:00

Curricula

Study CodeObligationSemesterPrecon.Info
033 282 Mechanical Engineering - Management Mandatory5. SemesterSTEOP
Course requires the completion of the introductory and orientation phase
033 526 Business Informatics Mandatory electiveSTEOP
Course requires the completion of the introductory and orientation phase

Literature

Das Buch "IFRS-Finanzmanagement: Investition und Finanzierung" von Schwaiger ist im Grafischen Zentrum der TU Wien um EUR 23,- erhältlich.

Miscellaneous

Language

German