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t.BA.WI.FUM.19HS (Finanzielle Unternehmensmodellierung)
Module: Finanzielle Unternehmensmodellierung
This information was generated on: 26 April 2024
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.