t.BA.WI.FUM.19HS (Finanzielle Unternehmensmodellierung) 
Module: Finanzielle Unternehmensmodellierung
This information was generated on: 27 September 2021
No.
t.BA.WI.FUM.19HS
Title
Finanzielle Unternehmensmodellierung
Organised by
T IDP
Credits
4

Description

Version: 3.0 start 01 February 2020
 

Short description

In this module, the financial side of companies is modelled and analysed using mathematical models and computer simulation. As interest rates are crucial, the course starts with an introduction to interest rate theory. In the second part, different companies are modelled and analysed.

Module coordinator

Breymann Wolfgang (bwlf)

Learning objectives (competencies)

Objectives Competences Taxonomy levels
The students will acquire fundamental knowledge and skills of classical financial analysis, in particular interest rate theory.
They will be able to  address questions from the areas of business management and economics by means of mathematical models and to investigate them with adequate simulation software.
A focus is on the modeling and valuation of simple financial and non-financial institutions.
F, M, SE K2, K3
They will be able to transfer the acquired methods and skills to new cases and to consider them in a larger context. F, M K4, K5
They wil be able to gauge the validity and limits of the acquired methods and skills in a given situation. F, M K6
     

Module contents

As the title suggests, the contents of the module ”Financial Enterprise Modeling” is the modeling and analysis of the financial side of (financial and non-financial) institutions. Knowing about the financial implications of technical decisions is important for future industrial engineers. In this course, the focus is on the economic implications. The formal, accounting-related aspects are not dealt with.
 
For the valuation of investments or entire institutions, market interest rates are crucial. Accordingly, the first part of the course is devoted to an introduction to interest rate theory together with its application to the fundamental fixed-rate financial contracts (annuities, credits, bonds, investments).
 
The theory is illustrated by means of a simulation of these financial instruments.
 
Then, in the second part, simple models of different institutions are built and simulated using the building blocks presented in the first part. Capital and liquidity requirements of these models are analyzed in view of return and risk. 
 

Teaching materials

Lecture notes. Slide decks. Exercises with solutions. Simulation software (R packages).

Supplementary literature

 

Prerequisites

The student must have passed the assessment level.

Teaching language

(X) German ( ) English

Part of International Profile

( ) Yes (X) No

Module structure

Type 3a
  For more details please click on this link: T_CL_Modulauspraegungen_SM2025

Exams

Description Type Form Scope Grade Weighting
Graded assignments during teaching semester 2 projects written 10-15 pages scoring 20% each
End-of-semester exam Exam written 90min scoring 60%

Remarks

 

Legal basis

The module description is part of the legal basis in addition to the general academic regulations. It is binding. During the first week of the semester a written and communicated supplement can specify the module description in more detail.
Course: Finanzielle Unternehmensmodellierung - Praktikum
No.
t.BA.WI.FUM.19HS.P
Title
Finanzielle Unternehmensmodellierung - Praktikum

Note

  • No module description is available in the system for the cut-off date of 01 August 2099.
Course: Finanzielle Unternehmensmodellierung - Vorlesung
No.
t.BA.WI.FUM.19HS.V
Title
Finanzielle Unternehmensmodellierung - Vorlesung

Note

  • No module description is available in the system for the cut-off date of 01 August 2099.