- Kyiv School of Economics
- Programs
- Analytics for Finance, Banking and Economics
Description
Course description:
This course will build an advanced level of financial and economic analysis for MBA level students. Students will be exposed to methodology and practice used in quantitative analysis in investment funds, commercial banks, and central banks. The course will continue to advance students’ knowledge of finance, investments and monetary policies. In contrast to BBA level courses, the MBA course will concentrate on details and practical techniques of quantitative finance, risk management, investment analysis, and decision-making. The course includes theory, practical applications, and problem-solving techniques.
The course combines some introductory and advanced finance practical techniques and methodology. It’s is assumed that the students have completed Accounting courses previously. This course prepares the students for future work in the financial department, treasuries or risk management department of multinational companies or in investment companies, hedge funds, venture capital companies.
Learning objectives:
- Understand the implications and methods of analysis of financial instruments
- Understand and apply the methods and techniques of stock portfolio management
- Understand the concepts and learn the techniques of technical analysis of stocks
- Learn, assess and distinguish the influence of monetary policy and central banks on financial markets
Learning outcomes:
- Valuateequity stock using Risk/Return characteristics
- Assess the stock from alpha-based performance measures
- Assess the stock using technical quantitative indicators
- Valuate the bonds
- Assess the state of monetary policy in a country
- Assess the economic cycle ina country
- Assess the balance risks of commercial bank
- Find, analyze, interpret the data
- Visualize the data according to modern requirements
Skills-based objectives
Students should be able to:
- Analyze critically the results of analyses
- Visualize the data and communicate the results
- Work effectively in a small group to solve a problem
- Use computers to support the evaluation of calculations
- Communicate, in written report form, a solution to a practical problem
- Communicate orally a solution to a practical problem
Language: English
Price: UAH 24 000
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Course outline:
Lesson 1
Introduction
Capital markets. Main economic and financial agents.
Introduction to Central banking. Monetary Policy, Financial Stability, and Regulation
Crises’ economics
in-class case discussion
Lesson 2
Financial market instruments
Equities, bonds, other instruments
Analysis of the financial markets
Fundamental vs Technical analysis
Technical analysis
News based analysis “Greed’n’Fear”
in-class case
Lesson 3
ECM Capital markets
Overview of equity valuation methods
Equity Risk/Return analysis
CAPM
In-class case
Lesson 4
DCM Capital markets
Fixed income instruments
Valuation of bonds
Credit ratings of corporates and countries
CDS
In-class case
Lesson 5
Interest rates
Rates’ relationships
Risk-free rate
Treasury bonds
Yield curves. Constructing yield curves, assessing the curves
Assessing the yield curves
Future economic activity
In-class case
Lesson 6
Monetary policy
Tools of monetary policy
Central banking
Connection with crises’ economics
Overview of modern economic schools
Cycles
Lesson 7
Commercial banking
Business of commercial banks
Management of the banks’ balance sheet
Management of the banks’ risks
Regulations
Basel III
Risks’ assessment and forecasting
Lesson 8
Mid-term exam
Lesson 9
Macro-financial analysis
Macro and monetary analysis cross-influence
Dealing with large data sets
Data sources, cross-check, alternative sources: media, surveys, GoogleRecommended visualization of data
In-class case
Lesson 10
Case presentations and discussions
Case Presentations
Q&A
Lesson 11
Modern quantitative methods for equity and bonds portfolio
Overview of “quant” methods used for bonds, equity, and derivatives analysis
Equity analysis (alpha-based measures reviewed)
Derivatives
Shocking the curves
Lesson 12
Derivatives
Introduction to derivatives
Complexity of derivatives
Risk management of derivatives
In-class case
Lesson 13
Financial software
Recommended visualization of data
Overview of analytical software
Overview of quantitative software
Overview of modern ERP software
Lesson 14
Project presentation and discussions
ProjectPresentations
Cases
Q&A
Lesson 15
Final Exam
Feel free to ask any questions about the course.
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