Syllabus
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Course Code: IMS-908 Course Name: Finance - Security Analysis Portfolio Management |
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| MODULE NO / UNIT | COURSE SYLLABUS CONTENTS OF MODULE | NOTES |
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| 1 | Security: Meaning, types, security analysis, Margin requirements, security risk and return determination, Security Analysis: Macroeconomic and industry analysis and company analysis. | |
| 2 | Fundamental analysis: economic analysis, industry analysis and company analysis, Valuation of Variable Income Securities. Technical Analysis: Meaning, basic assumptions & tools; Dow theory; Charts, technical trading rules; Efficient Market theory: forms and tests |
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| 3 | Bond Analysis: Bond Pricing Theorems, Convexity, duration, bond immunization, active bond management and passive bond management. Equity Valuation Model: Discounted Cash-flow techniques: Balance sheet valuation, Dividend discount models, Intrinsic value and market price, added. |
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| 4 | Portfolio Management: Objectives to make Portfolio, Portfolio Construction Process. Markowitz Portfolio Theory: Statement, Assumptions, Explanation and Limitations. Sharpe Single Index Model: statement, assumptions, explanation and limitations. |
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| 5 | Capital Asset Pricing Model (CAPM): statement, assumptions, explanation and limitations. Arbitrage Pricing Theory (APT): statement, assumptions, explanation and limitations. Portfolio Revision- Meaning, Need and Constraints. |
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