CMG354 Syllabus - Financial Analytics - 2021 Regulation - Open Elective | Anna University

CMG354 Syllabus - Financial Analytics - 2021 Regulation - Open Elective | Anna University

CMG354

FINANCIAL ANALYTICS

 L T P C

3003

OBJECTIVE:
• This course introduces a core set of modern analytical tools that specifically target finance applications.

UNIT I

CORPORATE FINANCE ANALYSIS

9

Basic corporate financial predictive modelling- Project analysis- cash flow analysis- cost of capital, Financial Break even modelling, Capital Budget model-Payback, NPV, IRR.

UNIT II

FINANCIAL MARKET ANALYSIS

9

Estimation and prediction of risk and return ( bond investment and stock investment) –Time series- examining nature of data, Value at risk, ARMA, ARCH and GARCH.


UNIT III

PORTFOLIO ANALYSIS

9

Portfolio Analysis – capital asset pricing model, Sharpe ratio, Option pricing models- binomial model for options, Black Scholes model and Option implied volatility.

UNIT IV

TECHNICAL ANALYSIS

9

Prediction using charts and fundamentals – RSI, ROC, MACD, moving average and candle charts, simulating trading strategies. Prediction of share prices.

UNIT V

CREDIT RISK ANALYSIS

9

Credit Risk analysis- Data processing, Decision trees, logistic regression and evaluating credit risk model.

TOTAL: 45 PERIODS

OUTCOME:
• The learners should be able to perform financial analysis for decision making using excel, Python and R.

REFERENCES:
1. Financial analytics with R by Mark J. Bennett, Dirk L. Hugen, Cambridge university press.
2. Haskell Financial Data Modeling and Predictive Analytics Paperback – Import, 25 Oct 2013 by Pavel Ryzhov.
3. Quantitative Financial Analytics: The Path To Investment Profits Paperback – Import, 11 Sep 2017 by Edward E Williams (Author), John A Dobelman.
4. Python for Finance - Paperback – Import, 30 Jun 2017 by Yuxing Yan (Author).
5. Mastering Python for Finance Paperback – Import, 29 Apr 2015 by James Ma Weiming.

Comments

Popular posts from this blog

CS3491 Syllabus - Artificial Intelligence And Machine Learning - 2021 Regulation Anna University

CS3401 Syllabus - Algorithms - 2021 Regulation Anna University

CS3492 Syllabus - Database Management Systems - 2021 Regulation Anna University