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.

2022W, VU, 1.5h, 2.0EC
TUWEL

Course evaluation

Properties

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

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 - 16:0006.10.2022 - 26.01.2023HS 18 Czuber - MB Investition und Finanzierung 2
Investment and Financing 2 - Single appointments
DayDateTimeLocationDescription
Thu06.10.202214:00 - 16:00HS 18 Czuber - MB Investition und Finanzierung 2
Thu13.10.202214:00 - 16:00HS 18 Czuber - MB Investition und Finanzierung 2
Thu20.10.202214:00 - 16:00HS 18 Czuber - MB Investition und Finanzierung 2
Thu27.10.202214:00 - 16:00HS 18 Czuber - MB Investition und Finanzierung 2
Thu03.11.202214:00 - 16:00HS 18 Czuber - MB Investition und Finanzierung 2
Thu10.11.202214:00 - 16:00HS 18 Czuber - MB Investition und Finanzierung 2
Thu17.11.202214:00 - 16:00HS 18 Czuber - MB Investition und Finanzierung 2
Thu24.11.202214:00 - 16:00HS 18 Czuber - MB Investition und Finanzierung 2
Thu01.12.202214:00 - 16:00HS 18 Czuber - MB Endterm
Thu15.12.202214:00 - 16:00HS 18 Czuber - MB no lesson
Thu22.12.202214:00 - 16:00HS 18 Czuber - MB no lesson
Thu12.01.202314:00 - 16:00HS 18 Czuber - MB no lesson
Thu19.01.202314:00 - 16:00HS 18 Czuber - MB no lesson
Thu26.01.202314:00 - 16:00HS 18 Czuber - MB no lesson

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
30.08.2022 00:00 05.10.2022 23:55 15.11.2022 23:55

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