Module Handbook

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Module WIW-FUB-KAM-M-7

Investment Management (M, 4.5 LP)

Module Identification

Module Number Module Name CP (Effort)
WIW-FUB-KAM-M-7 Investment Management 4.5 CP (135 h)

Basedata

CP, Effort 4.5 CP = 135 h
Position of the semester 1 Sem. in WiSe/SuSe
Level [7] Master (Advanced)
Language [DE] German
Module Manager
Lecturers
Area of study [WIW-FUB] Financial Services and Financial Management
Reference course of study [WIW-88.21-SG#2009] M.Sc. Business Studies (2009) [2009]
Livecycle-State [NORM] Active

Courses

Type/SWS Course Number Title Choice in
Module-Part
Presence-Time /
Self-Study
SL SL is
required for exa.
PL CP Sem.
2V+1U WIW-FUB-KAM-K-7
Investment Management
P 45 h 90 h - - PL1 4.5 SuSe
  • About [WIW-FUB-KAM-K-7]: Title: "Investment Management"; Presence-Time: 45 h; Self-Study: 90 h

Examination achievement PL1

  • Form of examination: written exam (Klausur) (90 Min.)
  • Examination Frequency: each semester

Evaluation of grades

The grade of the module examination is also the module grade.


Contents

In this module, instruments of the capital market and derivatives are to be discussed and valued. Specific investment decisions based on traditional methods of security analysis or capital market theory are to be analyzed as well.

Structure:

Introduction: The Organization of the Financial Sector

A. Instruments of the Capital Market

  • Stocks
  • Bonds and Treasury Bills
  • Special forms of financing

B. Derivatives

  • Financial Options
  • Financial Swaps
  • Financial Futures

C. Funding of Investment Decisions

  • Capital Market Theory
  • Traditional methods of security Analysis and Behavioral Finance
  • Performance Analysis

The Case Studies are designed to allow students an intensive insight into the challenges of Investment Management. The main goal is to apply the content and the theories of the lecture as well as a critical reflection of the results.

Competencies / intended learning achievements

With the successful completion of the module students will be able to:
  • perform a valuation of different basic instruments in the spot and derivatives market.
  • assess the different capabilities of derivative instruments (Trading, Hedging, Arbitrage) * validate securities, stocks and bonds based on a technical or fundamental analysis.
  • evaluate the return, risk and performance of a portfolio.

Literature

  • Bieg, H./Kußmaul, H.: Finanzierung, 3. Auflage, München 2016.
  • Bloss, M./Sörensen, D./Kleinknecht, K.: Financial Engineering, 3. Auflage, München 2017.
  • Bruns, C./Meyer-Bullerdieck, F.: Professionelles Portfoliomanagement. Aufbau, Umsetzung und Erfolgskontrolle strukturierter Anlagestrategien, 5. Auflage, Stuttgart 2013.
  • Hölscher, R./Helms, N.: Investition und Finanzierung, 2. Auflage, Berlin/Boston 2018.
  • Hull, J.C.: Optionen, Futures und andere Derivate, 9. Auflage, Hallbergmoos 2019.
  • Perridon, L./Steiner, M./Rathgeber, A.W.: Finanzwirtschaft der Unternehmung, 17. Auflage, München 2017.
  • Schierenbeck, H./Hölscher, R.: BankAssurance. Institutionelle Grundlagen der Bank- und Versicherungsbetriebslehre, 4. Auflage, Stuttgart 1998.
  • Spremann, K.: Portfoliomanagement, 4. Auflage, München 2008.
  • Steiner, M./Bruns, Chr.: Wertpapiermanagement: Professionelle Wertpapieranalyse und Portfoliostrukturierung, 11. Auflage, Stuttgart 2017.
  • Wiedemann, A.: Financial Engineering, 7. Auflage, Frankfurt 2018.

Materials

Olat Course with Lecture notes, Case Studies and additional information.

Requirements for attendance of the module (informal)

The successful participation at the module “Investment and Financing” is highly recommended.

Requirements for attendance of the module (formal)

None

References to Module / Module Number [WIW-FUB-KAM-M-7]

Course of Study Section Choice/Obligation
[MAT-88.B84-SG] M.Sc. Actuarial and Financial Mathematics [Core Modules (non specialised)] Financial Economics [WP] Compulsory Elective
Module-Pool Name
[WIW-FE-MPOOL-7] Field of Specialization: Financial Economics
[WIW-FUB-MPOOL-7] Field of Specialization: Finance and Banking Management