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Mark J. Bennett, Dirk L. Hugen, Cambridge University Press

The Financial Analytics course focuses on modern analytical tools for finance applications, covering corporate finance analysis, financial market analysis, portfolio analysis, technical analysis, and credit risk analysis. Students will learn predictive modeling, risk estimation, portfolio optimization, and machine learning techniques for financial decision-making. The course aims to equip learners with skills to perform financial analysis using Excel, Python, and R.

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Bala Chakrapani
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39 views1 page

Mark J. Bennett, Dirk L. Hugen, Cambridge University Press

The Financial Analytics course focuses on modern analytical tools for finance applications, covering corporate finance analysis, financial market analysis, portfolio analysis, technical analysis, and credit risk analysis. Students will learn predictive modeling, risk estimation, portfolio optimization, and machine learning techniques for financial decision-making. The course aims to equip learners with skills to perform financial analysis using Excel, Python, and R.

Uploaded by

Bala Chakrapani
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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FINANCIAL ANALYTICS

CREDITS: 3
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 modeling- Project analysis- cash flow analysis- cost
of capital using sensitivity analysis, Indifference point and Financial Break even
modeling, Capital Budget model-Payback, NPV, IRR, and MIRR. Bankruptcy Modeling-
Beaver t test, Ohison logistic regression and Alt man Z score.

UNIT II - FINANCIAL MARKET ANALYSIS 9


Estimation and prediction of risk and return ( bond investment and stock investment) –
adjusting for stock splits, adjusting for mergers, plotting multiple series, data importing
from web portal and data cleansing. Time series-examining nature of data, EWMOA,
Value at risk, ARMA, ARCH and GARCH.

UNIT III - PORTFOLIO ANALYSIS 9


Portfolio Analysis – capital asset pricing model, Sharpe ratio, Markowitz’s mean
variance optimization model and cluster analysis for categorisation of portfolio.
Option pricing models- binomial model for options, Black Scholes model and Option
implied volatility.

UNIT IV - TECHNICAL ANALYSIS 9


Prediction using chart and fundamentals – RSI, ROC, MACD, moving average and
candle charts, simulating trading strategies. Prediction of share prices using machine
learning-ANN and SVM.

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.

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