Modiwl ADB-1117:
Techneg Dadansoddiad Cyllidol
Ffeithiau’r Modiwl
Rhedir gan Bangor Business School
20.000 Credyd neu 10.000 Credyd ECTS
Semester 2
Trefnydd: Dr Danial Hemmings
Amcanion cyffredinol
Nodyn: Mae'r modiwl yn cynnwys elfen efelychu masnachu sy'n rhedeg ochr yn ochr â darlithoedd wythnosol ar fathemateg cyllidol a thechnegau dadansoddol craidd.
Nod y modiwl yw datblygu sgiliau mathemateg a dadansoddi i lefel sy'n galluogi defnydd o dechnegau meintiol mewn ystod eang o weithgareddau busines ac economeg, gan gynnwys (ond nid yn gyfyngedig i) masnachu gwarantau a buddsoddi. Mae rhan greiddiol y modiwl yn cyflwyno mathemateg a thechnegau cyllidol sy'n berthnasol i wneud penderfyniadau mewn ystod eang o gyd-destunau. Pwrpas y rhan efelychu masnachu yw datblygu'r defnydd o dechnegau dadansoddi a phrisio yng nghyd-destun penodol buddsoddiad y farchnad stoc, gan ddefnyddio modelu taenlenni a masnachu gwarannau efelychu mewn amgylchedd delio rhithwir.
Cynnwys cwrs
Mae'r modiwl yn ymdrin â thechnegau meintiol sy'n berthnasol mewn amrywiaeth eang o gyd-destunau Ariannol ac Economaidd: gwerth amser o arian, gan gynnwys werthoedd yn y dyfodol o symiau cyfalaf a chynlluniau arbedion, gwerthoedd presennol symiau a blwydd-daliadau cyfalaf, ac adlog; arfarniad o fuddsoddiad, gan gynnwys Gwerth Presennol Net (NPV) a Chyfradd Dychwelyd Mewnol (IRR); risg a dychwelyd buddsoddi; graddfeydd a chyflwyniad i wahaniaethu; elastigedd pris a swyddogaethau cynhyrchu cadarn; ail ddeilliadau a phroblemau optimization. Yn ogystal, mae’r modiwl yn darparu trosolwg o warantau a fasnachir ar gyfnewid (gan gynnwys ecwiti, neu ‘stociau’), ac bydd yr elfen efelychu masnachu yn cyflwyno'r defnydd o dechnegau cyllidol allweddol yng nghyd-destun masnachu gwarantau. Bydd hyn yn cynnwys masnachu gwarantau mewn gwir-amser mewn portffolio rhithwir gan ddefnyddio meddalwedd efelychu Stocktrak
Meini Prawf
trothwy
Trothwy: D- to D+ (40-49%): Dim o bwys wedi ei hepgor neu'n anghywir o ran defnyddio gwybodaeth/sgiliau. Rhywfaint o ddealltwriaeth o elfennau damcaniaethol/cysyniadol/ymarferol. Cyfuno theori/ymarfer/gwybodaeth i'w weld yn ysbeidiol wrth gyflawni amcanion y gwaith a asesir.
da
Da: B- i B +(60-69%): Perfformiad da iawn. Defnyddir y rhan fwyaf o'r wybodaeth berthnasol yn gywir. Dealltwriaeth dda o elfennau damcaniaethol/cysyniadol/ymarferol. Integreiddio da o theori/ymarfer/gwybodaeth wrth geisio cyflawni amcanion y gwaith a asesir. Tystiolaeth o ddefnyddio sgiliau creadigol ac adfyfyriol.
C- i C+
Lefel Arall: C- i C + (50-59%): Llawer o’r wybodaeth a’r sgiliau perthnasol wedi’u defnyddio'n gywir at ei gilydd. Dealltwriaeth ddigonol o elfennau damcaniaethol/cysyniadol/ymarferol. Integreiddio gweddol o theori/ymarfer/gwybodaeth wrth geisio cyflawni amcanion y gwaith a asesir. Peth tystiolaeth o ddefnyddio sgiliau creadigol ac adfyfyriol.
ardderchog
Rhagorol: A- i A+ (70%+): Perfformiad rhagorol. Defnyddio'r wybodaeth berthnasol yn gywir. Dealltwriaeth ragorol o elfennau damcaniaethol/cysyniadol/ymarferol. Integreiddio da o theori/ymarfer/gwybodaeth wrth geisio cyflawni amcanion y gwaith a asesir. Tystiolaeth gref o ddefnyddio sgiliau creadigol ac adfyfyriol.
Canlyniad dysgu
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Deall sut i gymhwyso dulliau mathemategol cyllidol i gael gwerth llif ariannol sy'n digwydd dros gyfnod o amser.
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Rhoi’r technegau ar waith i ddatrys problemau busnes, economeg ac cyllid yn ymwneud â llif arian fel refeniw, costau, elw a llog.
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Deillio a thrin hafaliaid algebraidd, datrys hafaliaid llinol cydamserol a hafaliaid cwadratig, differu a datrys problemau optimeiddiad.
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Deall a gallu gweithredu technegau ar gyfer buddsoddi mewn gwarantau masnachu cyfnewid.
Dulliau asesu
Math | Enw | Disgrifiad | Pwysau |
---|---|---|---|
Arholiad Ffurfiol | 50.00 | ||
Prawf dosbarth | 25.00 | ||
Asesiad sgiliau ymarferol | 25.00 |
Strategaeth addysgu a dysgu
Oriau | ||
---|---|---|
Tutorial | Tiwtorialau cyfrwng Cymraeg |
10 |
Private study | Bydd astudiaeth breifat yn cynnwys amser yn adolygu deunydd darlithoedd ac darllen a argymhellir, cwblhau ymarferion, ac adolygu ar gyfer asesiadau. |
160 |
Lecture | Darlith 2-awr pob wythnos |
20 |
Practical classes and workshops | Gweithdy 1-awr 'efelychu masnachu' pob wythnos |
10 |
Sgiliau Trosglwyddadwy
- Rhifedd - Medrusrwydd wrth ddefnyddio rhifau ar lefelau priodol o gywirdeb
- Defnyddio cyfrifiaduron - Medrusrwydd wrth ddefnyddio ystod o feddalwedd cyfrifiadurol
- Hunanreolaeth - Gallu gweithio mewn ffordd effeithlon, prydlon a threfnus. Gallu edrych ar ganlyniadau tasgau a digwyddiadau, a barnu lefelau o ansawdd a phwysigrwydd
- Archwilio - Gallu ymchwilio ac ystyried dewisiadau eraill
- Adalw gwybodaeth - Gallu mynd at wahanol ac amrywiol ffynonellau gwybodaeth
- Sgiliau Rhyngbersonol - Gallu gofyn cwestiynau, gwrando'n astud ar atebion a'u harchwilio
- Dadansoddi Beirniadol & Datrys Problem - Gallu dadelfennu a dadansoddi problemau neu sefyllfaoedd cymhleth. Gallu canfod atebion i broblemau drwy ddadansoddiadau ac archwilio posibiliadau
- Dadl - Gallu cyflwyno, trafod a chyfiawnhau barn neu lwybr gweithredu, naill ai gydag unigolyn neu mewn grwˆp ehangach
- Hunanymwybyddiaeth & Ystyried - Bod yn ymwybodol o'ch cryfderau, gwendidau, nodau ac amcanion eich hun. Gallu adolygu ,cloriannu a myfyrio'n rheolaidd ar eich perfformiad eich hun ac eraill.
Sgiliau pwnc penodol
- knowledge of theories and empirical evidence concerning financial management, risk and the operation of capital markets (in cases of degrees with significant finance content).
- Analysis, deduction and induction. Economic reasoning is highly deductive, and logical analysis is applied to assumption-based models. However, inductive reasoning is also important. The development of such analytical skills enhances students' problem-solving and decision-making ability.
- Quantification and design. Data, and their effective organisation, presentation and analysis, are important in economics. The typical student will have some familiarity with the principal sources of economic information and data relevant to industry, commerce, society and government, and have had practice in organising it and presenting it informatively. This skill is important at all stages in the decision-making process.
- Framing. Through the study of economics, a student should learn how to decide what should be taken as given or fixed for the purposes of setting up and solving a problem, i.e. what the important 'parameters' are in constraining the solution to the problem. Learning to think about how and why these parameters might change encourages a student to place the economic problem in its broader social and political context. This 'framing' skill is important in determining the decision-maker's ability to implement the solutions to problems.
- A knowledge of the major theoretical tools and theories of finance, and their relevance and application to theoretical and practical problems (e.g. concept of arbitrage and examples of its use; financial mathematics and capital budgeting criteria; informational efficiency; optimal risk sharing; portfolio theory; asset pricing models and the valuation of securities; cost of capital; derivative pricing; risk management; information asymmetry; principal agency relationships; signalling; Fisher separation and capital budgeting criteria; behavioural finance; term structure and the movement of interest rates; determination of exchange rates and financial intermediation).
- An ability to interpret financial data including that arising in the context of the firm or household from accounting statements and data generated in financial markets. The interpretation may involve analysis using statistical and financial functions and procedures such as are routinely available in spreadsheets (eg Microsoft Excel) and statistical packages. It may assume the skills necessary to manipulate financial data and carry out statistical and econometric tests (e.g. estimation and interpretation of asset pricing models; financial modelling and projections; event studies and residuals analysis; elements of time series analysis, such as serial correlation mean reversion, and stochastic volatility).
- Numeracy: the use of quantitative skills to manipulate data, evaluate, estimate and model business problems, functions and phenomena.
Adnoddau
Rhestrau Darllen Bangor (Talis)
http://readinglists.bangor.ac.uk/modules/adb-1117.htmlRhestr ddarllen
Jacques, I. (2018). Mathematics for economics and business, 9th ed. Pearson.
Curwin, J., Slater, R., and Eadson, D. (2013). Quantitative Methods for Business Decisions, 7th Ed. Cengage.
Reilly, F., and Brown, K. (2012). Investment Analysis and Portfolio Management, 10th Ed. Cengage.
Pring, M. (2014). Technical Analysis Explained, 5th ed. McGraw-Hill.
Cyrsiau sy’n cynnwys y modiwl hwn
Gorfodol mewn cyrsiau:
- NR33: BA Banking/Italian year 1 (BA/BIT)
- NR34: BA Banking/Spanish year 1 (BA/BSP)
- NR31: BA French/Banking year 1 (BA/FRB)
- NR32: BA German/Banking year 1 (BA/GB)
- NN4J: BSc Accounting and Finance (4 year with Incorp Found) year 1 (BSC/ACCF1)
- NN4H: BSc Accounting and Finance year 1 (BSC/ACCFIN)
- NN4F: BSc Accounting and Finance year 1 (BSC/ACCFINF)
- N402: BSc Accounting & Finance (with International Experience) year 1 (BSC/ACCFINIE)
- NN4P: BSc Accounting and Finance with Placement Year year 1 (BSC/ACCFINP)
- L190: BSc Business Economics year 1 (BSC/BEC)
- L19B: BSc Business Economics (4 year with Incorporated Foundation) year 1 (BSC/BEC1)
- L19F: BSc Business and Economics year 1 (BSC/BECF)
- L191: BSc Business Economics with International Experience year 1 (BSC/BECIE)
- L19P: BSc Business Economics with Placement Year year 1 (BSC/BECP)
- 8V55: BSc Banking and Finance (with International Experience) year 1 (BSC/BFIE)
- N391: BSc Banking and Finance year 1 (BSC/BFIN)
- N39B: BSc Banking and Finance (4 year w Incorporated Foundation) year 1 (BSC/BFIN1)
- N39F: Banking and Finance year 1 (BSC/BFINF)
- L192: BSc Business Economics (Bangor International College) year 1 (BSC/BICBE)
- L193: BSc Financial Economics (Bangor International College) year 1 (BSC/BICFE)
- N312: BSc Banking with Financial Tech year 1 (BSC/BKFT)
- NN23: BSc Business Management and Finance year 1 (BSC/BMF)
- NN2B: BSc Business Man & Finance (4 year with Incorp Foundation) year 1 (BSC/BMF1)
- NN2F: BSc Business Management and Finance year 1 (BSC/BMFINF)
- NN2P: Business Management and Finance with Placement Year year 1 (BSC/BMFP)
- NN1H: BSc Business Studies and Finance year 1 (BSC/BSFIN)
- NN1J: BSc Business Studies and Finance (4 year with Incorp Found) year 1 (BSC/BSFIN1)
- L111: BSc Financial Economics year 1 (BSC/FINEC)
- L11B: BSc Financial Economics (4 year w Incorporated Foundation) year 1 (BSC/FINEC1)
- L11F: BSc Financial Economics year 1 (BSC/FINECF)
Opsiynol mewn cyrsiau:
- NR43: BA Accounting/Italian year 1 (BA/AIT)
- NR44: BA Accounting/Spanish year 1 (BA/ASP)
- NR41: BA French/Accounting year 1 (BA/FRA)
- NR42: BA German/Accounting year 1 (BA/GA)
- NN44: BSc Accounting and Banking with International Experience year 1 (BSC/ABIE)
- NN43: BSc Accounting and Banking year 1 (BSC/ACCB)
- NN46: BSc Accounting and Banking (4 year with Incorp Found) year 1 (BSC/ACCB1)
- NN3F: BSc Accounting and Banking year 1 (BSC/ACCBF)
- NL41: BSc Accounting and Economics year 1 (BSC/ACCEC)
- NL4B: BSc Accounting and Economics (4 year with Incorp Foundation) year 1 (BSC/ACCEC1)
- NL4F: BSc Accounting and Economics year 1 (BSC/ACCECF)
- NL42: BSc Accounting and Economics with International Experience year 1 (BSC/AEIE)
- N2ND: BSc Business Management with Accounting year 1 (BSC/BMA)
- N3NF: BSc Business Management with Accounting year 1 (BSC/BMAF)
- N2NP: BSc Business Management with Accounting with Placement Year year 1 (BSC/BMAP)
- N2NK: BSc Management with Accounting year 1 (BSC/MWACC)
- N2NL: BSc Management with Accounting (4 year with Incorp Found) year 1 (BSC/MWACC1)