Course Syllabus

Course Details
Course Code
05016308 [1.0]
Course Name
QUANTITATIVE ANALYSIS IN FINANCE
Credit
3 (3-0-6)
Semester
2
Academic Year
2565
Sections
1
Instructors
NATTAPORN CHUENJARERN

Course Description
มูลค่าของเงินตามเวลา อัตราดอกเบี้ยโดยประมาณ ผลกระทบต่ออัตราดอกเบี้ยจากภาวะเงินเฟ้อ ค่าเสื่อมราคาและค่าใช้จ่ายประเภททุน ดูเรชันและภูมิคุ้มกันทางการเงิน การวิเคราะห์งบเงินทุนและอัตราผลตอบแทนของการลงทุนในตลาดการเงิน งานวิจัยที่เกี่ยวข้อง Time value of money, interest rate of approximately, the effect of inflation on interest rates,depreciation and capital costs, durations and immunization, capital budgeting and return rate of investment in financial market, related research

Course Learning Outcomes (CLOs)

Upon completion of this course, students are expected to be able to

CLO-1Understand the idea of time value of money.
CLO-2Understand the idea of interest rate of approximately
CLO-3Understand the idea of the effect of inflation on interest rates
CLO-4Understand the idea of depreciation and capital costs
CLO-5Understand the idea of durations and immunization
CLO-6Understand the idea of capital budgeting and return rate of investment in financial market
CLO-7Apply the ideas to financial applications

Course Overview
Website
https://sites.google.com/kmitl.ac.th/nattapornch/teaching/05016308-quantitative-analysis-in-finance

Teaching assistants (TA)
-

Consulting channels and periods

Thursday 900-1200 or by Appointment 


Required textbooks/materials

QUANTITATIVE ANALYSIS IN FINANCE  Lecture Notes


Recommended textbooks/materials
-

Study Plan
Session 1
Topics

Time Value of Money 

 


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-1
CLO-7

Instructors
NATTAPORN CHUENJARERN

Remarks
-
Session 2
Topics

Continuous Payment and Annuity  1

 


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-2
CLO-7
CLO-3

Instructors
NATTAPORN CHUENJARERN

Remarks
-
Session 3
Topics

Continuous Payment and Annuity  2


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-2
CLO-7
CLO-3

Instructors
NATTAPORN CHUENJARERN

Remarks
-
Session 4
Topics

Approximation of Interest Rate  1

 


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-2
CLO-7
CLO-3

Instructors
NATTAPORN CHUENJARERN

Remarks
-
Session 5
Topics

Approximation of Interest Rate  2 

 


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-2
CLO-7
CLO-3

Instructors
NATTAPORN CHUENJARERN

Remarks
-
Session 6
Topics

Depreciation  1

 


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-3
CLO-7
CLO-4

Instructors
NATTAPORN CHUENJARERN

Remarks
-
Session 7
Topics

Depreciation  2

 


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-3
CLO-7
CLO-4

Instructors
NATTAPORN CHUENJARERN

Remarks
-
Session 8
Topics

Review Midterm Exam


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-1
CLO-2
CLO-3
CLO-7

Instructors
NATTAPORN CHUENJARERN

Remarks
-
Session 9
Topics

Return on Financial Market   1

 


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-6
CLO-7

Instructors
NATTAPORN CHUENJARERN

Remarks
-
Session 10
Topics

Return on Financial Market   2

 


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-6
CLO-7

Instructors
NATTAPORN CHUENJARERN

Remarks
-
Session 11
Topics

Capital Analysis    1

 


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-4
CLO-7

Instructors
NATTAPORN CHUENJARERN

Remarks
-
Session 12
Topics

Capital Analysis    2 

 


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-4
CLO-7

Instructors
NATTAPORN CHUENJARERN

Remarks
-
Session 13
Topics

Duration and Financial Immunization 1

 


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-7
CLO-5

Instructors
NATTAPORN CHUENJARERN

Remarks
-
Session 14
Topics

Duration and Financial Immunization 2


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-5
CLO-7

Instructors
NATTAPORN CHUENJARERN

Remarks
-
Session 15
Topics

Review Final Exam


Teaching methods
Lecture

Instruction mode
On-campus (180 mins)

CLOs
CLO-4
CLO-5
CLO-6
CLO-7

Instructors
NATTAPORN CHUENJARERN

Remarks
-

Assessment Plan

Participants

1-7, 9-16
CLO-1
CLO-2
CLO-3
CLO-4
CLO-5
CLO-6
CLO-7
10 %

Assignments

All
CLO-1
CLO-2
CLO-3
CLO-4
CLO-5
CLO-6
CLO-7
20 %

Midterm Exam

8
CLO-1
CLO-2
CLO-3
CLO-7
35 %

Final Exam

17
CLO-4
CLO-5
CLO-6
CLO-7
35 %

Course Policies
Class policy

Students are required to have at least 80% class attendance to be eligible to take the final exam.  


Grading policy

All exam questions are in written format. The issue of academic integrity is taken very seriously. Cheating on exams will not be tolerated.  All persons involved in academic dishonesty will be disciplined according to KMITL’s academic integrity policy.  Discipline will be subject to maximum penalties.   


Remarks
-