de Treasury Management and Corporate Finance

en Treasury Management and Corporate Finance

Angaben gemäß SPO
Zugehörigkeit zu Curriculum
Modulverantwortung
Gann, Philipp (Prof. Dr. )
Prüfungsformen
ModA oder
schrP
Lehr- und Lernformen
SU | 4 SWS
Lehrangebote WiSe 2025
SU | 4 SWS
wird nicht angeboten
Prüfungsangebote WiSe 2025
Status: vorläufig - kann sich jederzeit noch ändern
Erstprüfer:in
Gann, Philipp (Prof. Dr. )
Zweitprüfer:in
Häcker, Joachim (Prof. Dr. Dr.)
Prüfungsform
schrP
Details zur Prüfung
schrP (Moodle-Test) unter Präsenzaufsicht am eigenen Endgerät, Dauer: 60 Minuten
Hilfsmittel
nicht-programmierbarer Taschenrechner, Formelsammlung 1 DIN A4-Seite (beidseitig beschrieben), im Rahmen der Prüfung zur Verfügung gestellte Excel-Datei
Voraussetzungen und Verwendbarkeit
Voraussetzungen für die Teilnahme
Verwendbarkeit
Inhalte und Qualifikationsziele
Status: vorläufig - kann sich jederzeit noch ändern

Learning objectives / skills
After attending this module, students will be able to understand key problems in treasury management and corporate finance, analyze them comprehensively, interpret and evaluate existing solutions, and develop and critically evaluate innovative solution concepts. Problems from different areas of treasury management and closely related areas in the financial management of credit institutions, insurance companies and companies in the real economy are analyzed using appropriate mathematical models, qualitative and quantitative decision criteria and supporting software (especially Excel). By attending this module, students recognize the need for the interaction of quantitative and qualitative skills to solve treasury-relevant issues, learn the theoretical knowledge that is fundamentally relevant to the practice of treasury management and corporate finance, and apply this by independently working on essential, practice-oriented tasks and case studies.


Contents
(a detailed overview of the lecture contents can be found in the Moodle course for M 2.13)

1. Introduction
2. Interest Rates and Monte Carlo Simulation
3. Risk Management
4. Asset Liability Management
5. Selected topics of Regulatory Liquidity Management in Credit Institutions
6. Case study: Connection Business Risks and Treasury activities

 

Applied methods of business administration
In this module, different research and analysis models and methods are used. The focus is on simulation models (e.g. Monte Carlo simulation), distribution models (e.g. for the theory-based definition of distribution parameters of stochastic variables), time series analysis models (e.g. for deriving distribution parameters of stochastic returns), normative decision-theory models (e.g. investment decisions under uncertainty), valuation models (e.g. bond pricing) and various other quantitative-empirical models (e.g. parameterization of stress scenarios based on historical data) as well as qualitative-interpretative methods (e.g. generation of fictitious stress scenarios).

 

Teaching and learning methods
Seminar-based teaching, solving practice-oriented tasks and case studies, working groups / discussions, PC-based model calculations and analyses (BYOD - Bring Your Own Device), guest lectures, self-directed learning / experiential learning, home assignments.

 

Literature
Will be announced in the lecture.


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