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Security Analysis & Portfolio Management

This document outlines the course objectives and units for two courses: 1. MPRBA- FM 402- SECURITY ANALYSIS & PORTFOLIO MANAGEMENT which covers basic aspects of security analysis and portfolio management across 5 units including investment objectives, valuation of securities, fundamental and technical analysis, portfolio management strategies, and a 3-day workshop on online stock market operations. 2. MPRBA- FM 503 - FINANCIAL DERIVATIVES which covers basic aspects of financial derivatives across 5 units including introduction to derivatives, types of derivatives like forwards, futures, options and swaps, features of futures contracts, options markets, and swap contracts with a 3-day workshop on online derivative operations.

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22 views3 pages

Security Analysis & Portfolio Management

This document outlines the course objectives and units for two courses: 1. MPRBA- FM 402- SECURITY ANALYSIS & PORTFOLIO MANAGEMENT which covers basic aspects of security analysis and portfolio management across 5 units including investment objectives, valuation of securities, fundamental and technical analysis, portfolio management strategies, and a 3-day workshop on online stock market operations. 2. MPRBA- FM 503 - FINANCIAL DERIVATIVES which covers basic aspects of financial derivatives across 5 units including introduction to derivatives, types of derivatives like forwards, futures, options and swaps, features of futures contracts, options markets, and swap contracts with a 3-day workshop on online derivative operations.

Uploaded by

vijayageeta
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd

MPRBA- FM 402- SECURITY ANALYSIS & PORTFOLIO MANAGEMENT

The objective of this course is to impart the knowledge on basic aspects of security analysis and
portfolio management

Unit I: Investment - Objectives and Risk - Investment Vs. Specialization Vs. Gambling -
Securitized Investments and Non-securitized Investments – terminology of stock market –bulls –
bears – stag – price band – green shoe option – book building- calculation of indices – BSE
Sensex and NSE Nifty.

Unit II: Valuation of Securities - - Valuation of Bonds - Bond Intrinsic Value - Valuation of
Shares - Equity Valuation Models - Intrinsic Value - Market Value.

Unit III: - Fundamental Analysis - Analysis Industry Analysis - Investments in Industry -


Company Analysis.

Unit IV: Technical Analysis – Concept and Tools of Technical Analysis. Technical Analysis
Vs. Fundamental Analysis – efficient Market Theory

Unit V: Portfolio Management – Introduction - Selection of Optimal Portfolio - Market


Portfolio- Markowitz Model - Efficient Portfolio - Efficient Frontier – Sharpe Index Model
-Capital Asset Pricing Model- portfolio strategies – evaluation and revision of portfolio.

( Work shop will be organized by external organization for minimum of 3 days on online
stock
market operations and portfolio management which carry 10 marks included in internal
assessment in place of class room participation ).

Text Book:

P. Pandian, Security Analysis & Portfolio Management, Vikas Publishing House (P) Ltd.,
New Delhi, 2002
Reference Books:

1. Fisher & Jordon, Security Analysis and Portfolio Management, Tata Mc-Graw Hill, New
Delhi, 2008.
2. V.K. Bhalla, Investment Management, [Link], New Delhi,2000.
3. V.N.S. Raman, Investment Principles & Techniques, Vikas Publishing House (P) Ltd.,
New Delhi, 2002
4. Gangadhar & Ramesh Babu, Investment Management, Anmol Publications (P) Ltd., New
Delhi, 2003.
Journals:
1. GITAM Journal of Management, GITAM University, Visakhapatnam.
2. Journal of Financial Management and Research
3. Journal of Accounting and Finance, Jaipur.
4. Journal of Applied Finance, Hyderabad.
5. Indian Journal of Commerce, New Delhi.
6. Finance India, New Delhi.
MPRBA- FM 503 - FINANCIAL DERIVATIVES

The objective of this course is to impart the knowledge on basic aspects of Financial Derivatives

Unit I: Introduction to Financial derivatives- Meaning and Need- Growth of Financial


derivatives in India- Derivative Markets participants- functions.

Unit II: Types of Derivatives- Forwards- Futures- Options-Swaps- The Regulatory Frame work
of derivatives trading in India.

Unit III: Features of Futures- Differences between Forwards and Futures- Financial futures-
Trading- currency futures- Interest rate futures- Stock Futures -Pricing of futures contracts.

Unit IV: Options Market- Need- Options vs Futures- types of options contracts- call option-
put option- Options on stock indices- Option pricing models – Black –Scholes Model and
Binominal Approach.

Unit V: Swaps- Meaning- types of Swaps- Interest Rates Swaps- Currency swaps- commodity
swaps- Equity Swaps – pricing of swap contracts.

(Work shop will be organized by external organization for minimum of 3 days on online Derivative
operations – forward, future, options and swaps which carry 10 marks included in internal
assessment in place of class room participation).

Text Book:

S.C. Gupta, Financial Derivatives- Theory, Concepts and Problems, Prentice Hall of India. 2008.

Reference Books:

1. Hull C. John, ‘Options, Futures and Other Derivatives’, Pearson Education, New Delhi.
2. Read head, Financial Derivatives: An Introduction to Future, Forward, option’, Prentice Hall of
India.
3. Sunil K parameswaran, ‘Futures Markets: Theory and practice’, Tata Mc-Graw Hill, New Dehil.

Journals:

1. GITAM Journal of Management, GITAM University, Visakhapatnam.


2. Journal of Financial Management and Research
3. Journal of Accounting and Finance, Jaipur.
4. Journal of Applied Finance, Hyderabad.
5. Indian Journal of Commerce, New Delhi.
6. Finance India, New Delhi.
7. Indian Management, New Delhi.

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