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    This document provides information about a Financial Engineering course for an MBA program. The course aims to help students understand and solve financial problems faced by companies. It will be taught over 3 semesters and cover topics like valuation, risk measurement, derivatives, and asset/liability management. The prescribed textbook is Financial Engineering by Marshall and Bansal. Students will be assessed through a mid-semester test, assignments, class participation, and snap tests.

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    Assignment Sheet

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    This document provides information about a Financial Engineering course for an MBA program. The course aims to help students understand and solve financial problems faced by companies. It will be taught over 3 semesters and cover topics like valuation, risk measurement, derivatives, and asset/liability management. The prescribed textbook is Financial Engineering by Marshall and Bansal. Students will be assessed through a mid-semester test, assignments, class participation, and snap tests.

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    This document provides information about a Financial Engineering course for an MBA program. The course aims to help students understand and solve financial problems faced by companies. It will be taught over 3 semesters and cover topics like valuation, risk measurement, derivatives, and asset/liability management. The prescribed textbook is Financial Engineering by Marshall and Bansal. Students will be assessed through a mid-semester test, assignments, class participation, and snap tests.

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    Download as docx, pdf, or txt
    67 views4 pages

    Assignment Sheet

    Uploaded by

    XZJFUH
    This document provides information about a Financial Engineering course for an MBA program. The course aims to help students understand and solve financial problems faced by companies. It will be taught over 3 semesters and cover topics like valuation, risk measurement, derivatives, and asset/liability management. The prescribed textbook is Financial Engineering by Marshall and Bansal. Students will be assessed through a mid-semester test, assignments, class participation, and snap tests.

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    of 4

    ASSIGNMENT SHEET

    UNIVERSITY BUSINESS SCHOOL, PANJAB UNIVERSITY, CHANDIGARH


    PROGRAM : M.B.A. - III SEMESTER
    COURSE : FINANCIAL ENGINEERING
    SESSION : AUGUST - NOV, 2020
    FACULTY : PROF. PARMJIT KAUR

    Course Objectives : This course aims at enabling the students to understand


    and analyze the financial problems faced by the corporate world and to further develop
    skills for the solutions to these problems with the help of innovative financial processes,
    instruments and strategies.

    UNIT - I

    1. An Introduction to Financial Engineering PT, Ch. 1


    Definition, Scope and Tools of Financial Engineering,
    Financial Engineer vs. Financial Analysts

    2. Factors contributing to the growth of Financial Engineering PT, Ch. 2


    Environmental and intra-firm factors affecting growth

    3. The knowledge base of the Financial Engineer PT, Ch. 3


    Knowledge and skills required of a financial engineer

    UNIT - II
    4. Valuation Relationship and Applications PT, Ch.4
    Cash Flows, Time Value, Sensitivity Analysis, Applications
    and Spreadsheets

    5. Measuring Returns PT, Ch.5


    Profits Vs. Rates, Investment Horizons

    6. Risk: Portfolio Considerations, Investment Horizons, Leveage PT, Ch.6


    The Mathematics of Portfolio Analysis, Role of the
    Investment Horizon

    7. Measuring Risk: Advanced Topics PT, Ch.7


    Measuring Exposures to price risk and managing risk
    8. Understanding Interest Rates and Exchange Rates PT, Ch.8
    The basics of debt instruments and exchange rates

    9. Speculation, Arbitrage and Market Efficiency PT, Ch.9


    Speculation, Arbitrage and Efficient Markets

    10. The Corporate Treasurer’s Perpectine PT, Ch.10


    Need for risk management, Identifying strategic exposures

    UNIT - III

    11. Product Development PT, Ch. 11


    Products defined, Model for new product development.

    12. Futures and Forwards PT, Ch. 12


    Futures, Forwards and FRAs

    13. Swaps PT, Ch. 13


    History, Structure and Types

    14. Single Period Options PT, Ch. 14


    Calls and Puts, Hedging with Options

    15. Multiperiod Options PT, Ch. 15


    Caps, Floors, Collars, Captions, Swaptions
    and Compound Options

    16. Recent Debt Market Innovations PT, Ch. 17

    17. Equity and Equity-Related Instruments PT, Ch. 18


    Forms of Equity and Equity-Related instruments

    UNIT - IV

    18. Asset/Liability Management PT, Ch. 20


    Evolution and foundation concepts

    19. Hedging and Related Risk Management Techniques PT, Ch. 21


    Hedge Ratios, Recent Improvements and costs of
    Hedging

    20. Corporate Restructuring and the LBO PT, Ch. 22


    21. Arbitrage and Synthetic Instruments PT, Ch. 23

    22. Tax-driven Deals PT, Ch. 24


    Preventing a hostile takeover, Recapitalization
    of the firm, Bond Swaps, White Knights and
    renegotiating debt

    23. Hybrid securities, credit derivatives PT, Ch. 19

    PRESCRIBED TEXT (PT) :

    Financial Engineering: A Complete Guide to Financial Innovation- John F. Marshall and


    Vipul K. Bansal, PHI.

    ADDITIONAL READINGS (AR) :

    A. Risk Management & Derivatives- Rene M. Stulz, Thomson South-Western


    B. Futures and Options in Risk Management - Terry J. Watsham, International
    Thomson Business Press.
    C. Options, Futures and other Derivatives- John C. Hull, PHI.
    D. The Essence of Mergers and Acquisitions- P. S. Sudarsanam, PHI.
    E. Futures Market- Sunil K Parameshwaran, Tata McGraw-Hill Publishing Co. Ltd.
    F. Derivative Securities-Robert Jarrouu and Stewart Turnbull, Southern-Western
    College Publishing Co.
    G. Mergers and Acquisitions-J.C.Verma, Bharat Publications.
    H. Derivatives-Fred D. Arditti, Harvard Business School Press.
    I. Futures and Options-N.D. Vohra & B.R. Bagri, Tata McGraw-Hill Publishing
    Company Ltd.
    J. Financial Derivatives-V.K. Bhalla, S Chand & Co. Ltd.
    K. The New Corporate Finance: Where Theory meets Practice-Donald H. Chew, Jr.,
    McGraw-Hill Irwin.
    L. Futures Markets: Theory and Practice- Sunil K. Parameswaran, Tata McGraw-
    Hill Publishing Company Ltd.
    M. Derivatives-T.V. Somanathan, Tata McGraw-Hill Publishing Company Ltd.
    N. Swaps/Financial Derivatives (Vol. 1-4)-Satyajit Das, John Wiley & Sons (Asia)
    Pte. Ltd.
    O. Risk Management- David E. Bell & Arthur, Schleifer, Jr., Thomson Course
    Technology, Vikas Publishing House.
    P. WTO: Implications for Indian Economy- P.K. Vasudeva, Pearson Education.
    INTERNAL ASSESSMENT BREAK-UP

    Mid-Semester Test 15 marks


    Written Assignments 10 marks
    Class Participation 10 marks
    Snap Tests 15 marks
    TOTAL 50 marks

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