Course Plan: SAPM
Faculty: - Dr. R. Srinivasan
A) Course Objectives:
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Understand Capital Markets
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Know / Learn the uses of derivative instruments and
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Apply the them for speculative / hedging purposes
B) Students Roles & Responsibilities : for better learning and comprehension of the subject,
the students are expected to:
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Take Initiative
Study Regularly
Refer additional reading
Read Business News paper & Magazines.
Visit Industry
Interact regularly with course faculty.
Complete all assignment, activities & Projects in time.
Appear in all evaluation components.
Communicate & make presentation on various topics assigned .
Be regular in class.
C) Session Plans
Contents
Pedagogy
Reference
Introduction to Investment
Management
Lecture, Discussions,
News Analysis &
Exercise
Lecture, Discussions,
News Analysis &
Exercise
Understanding the
importance of
investments
Chap 1
Understand difference
between Real Vs.
Financial Assets; and
postponement of
investment
Chap 2,
Appreciate the interplay
3
of different financial
markets & impact
Websites About NSE, BSE, role &
importance,
Construction of an Index
Investment Scenario in India
– Real Vs. Financial Assets,
Financial Mkts, Investment
Process
Market in India – Money
Market, Bond Market, &
Derivatives Market
Stock market Indicators
QUIZ-1
Lecture, Discussions,
News Analysis &
Exercise
Lecture, Discussions,
News Analysis &
Exercise
Learning Out Come
Fundamental Analysis –
Lecture,
Chap 17, 19 & Understand annual
Fin statement Analysis, PEST
Discussions,
other relevant
reports & fish out
& SWOT Analysis, Porter’s 5News Analysis
material
qualitative
forces Analysis
& Exercise
information
Risk and Return – Interest rates, Lecture,
Chap 6,
Understand the riskRisk & Risk premium, Time
Discussions,
7
return trade-off, and
series analysis, Risk Aversion,
News Analysis &
learn knack of
Capital allocation in different
Exercise
diversification
assets classes
Bond Valuation –
Lecture, Discussions, Chap 14 Understand relationship
Characteristics, Pricing,
News Analysis &
bet interest rates & Bond
Yields
Exercise
Pricing & associated risk
Stock Valuation – IV Vs. MV;
Lecture,
Chap 18 Learn different
Dividend Discount Model; P/E
Discussions,
techniques of company
Ratios, FCF Valuation
News Analysis &
valuation
Approach
Exercise
Efficient Market Theory –
Lecture,
Chap 11 Are the markets
Random Walk Theory, Efficient
Discussions,
efficient?
Market Hypothesis & its
News Analysis &
Are the investors
implications
Exercise
rational?
QUIZ-2
Technical Analysis – Behavioral
Hands-on excel Chap 12 Learn chart preparations
critique & Behavioral finance,
based
& interpretation
Technical Analysis
exercises
Capital Asset Pricing Theory Lecture, Discussions,
Chap 9,
Computing Beta,
and Arbitrage Pricing Theory
News Analysis &
10, 13
relationship between
Exercise
volatility & cost of funds
D) Evalution Scheme
Evalution Scheme
Components
Internal : 50 Marks
Quiz
–10
Stock Market Game & Presentation – 30
Attendance & Participation
– 10
External Evaluation
End Term : 50 Marks
E) Books & Reference
a) TEXT BOOK(T1):
i) Bodie, Kane, Marcus & Mohanty: Investments, 8th Edition, TMH
b) ADDITIONAL READING, REFERENCE BOOKS (R1):
i)
Donald E Fischer and Ronald J Jordan : Security Analysis and Portfolio Management
ii)
V K Bhalla Investment Management
iii)
S Kevin: Security Analysis and Portfolio Management
c) NEWS PAPER, MAGAZINES & JOURNALS
Economic Times, Financial Express, Mint etc.
d) WEBSITES
www.nseindia.com
www.bseindia.com
www.moneycontrol.com
www.rbi.in
www.moneybhai.com
Company websites
F) Contact Details & Interaction Timings
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Individual Interaction
Mobile No
E- mail Id
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All working days
9958967555
srinivasan@ibagreaternoida.org