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.

2020W, VU, 1.5h, 2.0EC
TUWEL

Properties

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

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 - 16:0008.10.2020 - 28.01.2021 distance learning (LIVE)Investition und Finanzierung 2
Investment and Financing 2 - Single appointments
DayDateTimeLocationDescription
Thu08.10.202014:00 - 16:00 distance learningInvestition und Finanzierung 2
Thu15.10.202014:00 - 16:00 distance learningInvestition und Finanzierung 2
Thu22.10.202014:00 - 16:00 distance learningInvestition und Finanzierung 2
Thu29.10.202014:00 - 16:00 distance learningInvestition und Finanzierung 2
Thu05.11.202014:00 - 16:00 distance learningInvestition und Finanzierung 2
Thu12.11.202014:00 - 16:00 distance learningInvestition und Finanzierung 2
Thu19.11.202014:00 - 16:00 distance learningInvestition und Finanzierung 2
Thu26.11.202014:00 - 16:00 distance learningInvestition und Finanzierung 2
Thu03.12.202014:00 - 16:00 distance learningInvestition und Finanzierung 2
Thu10.12.202014:00 - 16:00 distance learningno lecture in WS 2020_21
Thu17.12.202014:00 - 16:00 distance learningno lecture in WS 2020_21
Thu07.01.202114:00 - 16:00 distance learningno lecture in WS 2020_21
Thu14.01.202114:00 - 16:00 distance learningno lecture in WS 2020_21
Thu21.01.202114:00 - 16:00 distance learningno lecture in WS 2020_21
Thu28.01.202114:00 - 16:00 distance learningno lecture in WS 2020_21

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

Exams

DayTimeDateRoomMode of examinationApplication timeApplication modeExam
Thu14:00 - 16:0009.12.2021 written16.11.2021 00:00 - 08.12.2021 12:00TISSEndterm

Course registration

Begin End Deregistration end
01.09.2020 00:00 08.10.2020 12:00 08.10.2020 12:00

Curricula

Study CodeSemesterPrecon.Info
033 282 Mechanical Engineering - Management 5. SemesterSTEOP
Course requires the completion of the introductory and orientation phase
033 526 Business Informatics STEOP
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