FR-FE-1.1-R0

SATUAN ACARA PERKULIAHAN

1 Dr. Ir. Agus Zainul Arifin, MM.

1

1

2

The order of stud ent: Writin g Discus si n g Answe r Make t a s k g r o u p 2

Investment setting and asset allocation1: 1 2: 1, 2 www.finpipe.com www.investorguid e.com www.ibbotson.co m

Students can understand about: Investment defined Determinants of return and return Different beetwen Investment and finance management Quiz Examination Discussion

Students can described exactly: Invensment defined Assumtion of investment: returnrisk Different study in infestment and finence management Asset allocation

Student can telt againt exactly: repeat corrctly defined of investment management to differentiate correctly between investment and finance management to differentiate between real and financial assets Financial market and econoMic evironment Market structure Individual investor life cycle The important of assets Allocation

Institution in finacial market

Students can understand about: Type of financial market Institution in finanfial market Securities in each financial market

Students can described exactly: Money, capital and derivative markat Institutions in each market Types securities in each market Security market index

Student can tell again exactly: Money market and its securities Capital market: Supporter anf profession institution: Underwriter, KDEI, KPEI KSEI, Type of securyties. Call and continuous market Composite index and economic indicator Factors constructing market index Correlation between market index in global market Stock market indicator series Bond market index Bond market indicator series Market Index for derivative market

The order of student: Writing Discussing Answer Presentation of task group

1: Ch. 2 2: Ch. 4, 5 http://finance.y ahoo.com http://finance.ly cos.com http://www.fibv. com http://www.barr a.com http://msci.com http://barcap.co m

Quiz Examination Discussion

2 Dr. Ir. Agus Zainul Arifin, MM.

No

(1) 3

Tata p Muk a Ke (2) 3

Pokok Bahasan

Tujian Instruksi Umum (TIU)

Tujuan Instruksi Khusus (TIK) (5) Student can described exacly how securities trading on BEI: Primary market Secondary market Over the counter Scriples trading Margin trading

Materi

Kegiatan Instruksional

Referensi

Cara Evaluasi

(3) Security Trading

(4) Strudent can understand how securities trad in Indonesia capital market

(6) Trading prosess in primary market Trading process in secondary market Secondary equity market Third market Scriples trading process Type of order Margin trading Efficient capital market, an hyotesis Student can explain exactly to described and count: The meaning of return and risk Type of return Assume of investor Relatian return and risk Sources of risk To calculate: TR, RR, mean of return, Adjusted return. Expected return and risk of individual asset: deviation standard and Beta use timeseries data Expected return and risk of an assets: deviation standard and Beta use probability data Student can explain exactly to described and count: Model Markowitz To develop efficiency frontier CML: assumtion and countStudent can tell again exactly:

(7) The order of student: Writing Discussing Answer Presentation of task group

(8) 1: Ch.5 2. Ch. 4, 6 www.jsx.com www.bapepam. go.id http//finance.ya hoo.com

(9) Quiz Examination Discussion

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4-5

Return and risk of individual asset

Student understand define and count return anr risk

Student can described exacly : Define of return and risk Sources of risk to count return and risk of securities

The order of student: Writing Discussing Answer Presentation of task group

1: Ch. 6 2. Ch. 7

Quiz Examination Discussion

5

6-7

Return and risk of portfolio

Student understand how count return and risk of portfolio

Studen can described models of return and risk

The order of student: Writing Discussing Answer

1: Ch. 7 2. Ch. 7, 8, 9 http://www.effic ientfrontier.com http://www.ibbo

Quiz Examination Discussion

3 Dr. Ir. Agus Zainul Arifin, MM.

CAPM SML: assumtion and count Single Index Model: assumtion and count Market model: assumtion and count Multifactor model 6 7 8 8 Mutual Fund

Presentation of task group

tson.com http://www.mon eychimp.com

UjianMutual fund: type, and evaluation

TengahUnderstanding and value of mutual fund

SemesterStudent can explain exactly to described: Understanding of mutual fund Types of Mutual fund companies Net Assets Value How mutual fund are distributed Investment company performance Student can explain exactly to described and count: Three step valuation process Theory of valuation Valuation of alternative investment Macfroanalysis and micrivaluation of stock market Industrial analysis Company analysis and stock valuation Dividend Discounted Model Relative valuation Analysis of growth company Global company and stock analysis Student can explain exactly to described and count: Basic features of Bond: characteristic and return of

(MID TEST) The order of student: Writing Discussing Answer Presentation of task group

1: Ch. 3 www.bapepam. go.id

Quiz Examination Discussion

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9-10

Stock valuation

Basic concept of stock valuation

Student can descibed exactly: Valuation concept Valuation of investment Process for stock valuation Model of stock valuation

The order of student: Writing Discussing Answer Presentation of task group

Ch. 13, 14, 15 Ch. 11 14 www.leadfusion .com www.imf.org www.iaschicag o.org http://stockchar ts.com

Quiz Examination Discussion

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Bond setting

Basic concept of bond

The order of student: Writing Discussing

1: Ch. 17, 18 2. Ch. 17 http://www.bon dheads.com

Quiz Examination Discussion

4 Dr. Ir. Agus Zainul Arifin, MM.

No

(1)

Tata p Muk a Ke (2)

Pokok Bahasan

Tujian Instruksi Umum (TIU)

Tujuan Instruksi Khusus (TIK) (5)

Materi

Kegiatan Instruksional

Referensi

Cara Evaluasi

(3)

(4)

(6) bond The global bond market structure Bond rating Alternative bond issues Student can explain exactly to analysis and valuation: Computing bond yields: Nominal yield, Current yield, promised YTM, promised YTC, horizon yield Fundamental of bond valuation Future bond price Term structure of interest rate Term structure theories Duration measures Bond convexity Student can explain exactly to described and count: Define of option Put and Call option Types of option Condition: In the money, at the money, and out of the money The advantage to hold of option The analysis of option: Black-Sholes Model Binomial Model Option trading strategies

(7) Answer Presentation of task group

(8) www.bradynet.c om

(9)

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Bond valuation

The analysis and valuation of bond securities

Student can count: Bond yield Bond value Term structure and interest rate Duration Convexity

The order of student: Writing Discussing Answer Presentation of task group

1: Ch. 17, 18 2. Ch. 18

Quiz Examination Discussio n

11

12

Option Valuation

The analysis and valuation of option

Student can described exactly: Understanding of option Valuation of option

The order of student: Writing Discussing Answer Presentation of task group

1: Ch. 19 2.Ch. 22 4. Ch ? www.cftc.gov www.writecapit al.com

Quiz Examination Discussio n

5 Dr. Ir. Agus Zainul Arifin, MM.

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13

Forward and Futures Contract

PROGRAM STUDI KONSENTRASI MATA KULIAH KODE MATA KULIAH BEBAN KREDIT The analysis and valuation of forward and futures TAHUN AKADEMIKcontract

: AKUNTANSI : : MANAJEMEN INVESTASI : : 2 (DUA) SKS Student can Student can explain exactly to The order of described exactly: described and count: student: : 2010/2011 ( SEMESTER GANJIL DAN GENAP)Understanding of forward contract Nderstanding and analysis of futures contract

1: Ch. 20

Define and understanding of Writing forward and futures Discussing contract Answer Using futures contract: Presentation of Structure of futures market task group Media Mechanism of futures trading Using futures contract White board Financial futures Infocus

Quiz Examination Discussio n

:

14 Performance Objective mengerti dan Student can Student can explain exactly Books references 1: Ch. 22 to The order of Quiz g akan13 didiberikan diharapkan mahasiswa and fungtion of memahami secara konseptual yang meliputi beberapa aspek, yaitu: konsep, prinsip dan bentuk in Internet evaluation evaluation of portfolio performance described exactly: Objective of evaluation Framwork for evaluation Method for evaluation of portfolio performance described and count: student: 2.Ch. 25 Framework for evaluating Writing www.nelsons.co portfolio performance Discussing m Evaluatio: Performance measurment Answer www.morningst issues Presentation of ar.com Test result Risk adjusted measurment of task group Qiuz in the class www.cfainstitut performance Sharpe measure e.org Attendance in the class Treynor measure Assessment of task group Jensen measure Dsicussion and Application of portfolio Participation in the class performance Style analysis and performance attribution Evaluation of bond portfolio performance Examination Discussio n

16

15

Ujian

Akhir

Semester

References: Jones, Carles P, 2002, Investmens, Analysis and Management 8th Edition. New York: John Wiley & Sons, Inc. Reilly and Brown, 2006, Investment Analysis and Portfolio Management, 8th edition, Mason OH: Thomson South Western Solnik and McLeavey, 2009, Global Investment, 6th edition, Boston: Pearson. Sawidji Widoatmodjo (2007). Cara Benar Mencapai Puncak Kemakmuran Finansial, Cetakan ke 2. Jakarta: Elexmedia Komputindo Sawidji Widoatmodjo (2008). Cara Sehat Investasi Di Pasar Modal, Cetakan ke 8. Jakarta: Elexmedia KomputindoJakarta, August 18th, 2010 Coordinator of

6 Dr. Ir. Agus Zainul Arifin, MM.

No

(1)

Tata p Muk a Ke (2)

Pokok Bahasan

Tujian Instruksi Umum (TIU)

Tujuan Instruksi Khusus (TIK) (5)

Materi

Kegiatan Instruksional

Referensi

Cara Evaluasi

(3)

(4)

(6)

(7)

(8)

(9)

Investment Management Lecturers Dr. Ir. Agus Zainul Arifin, MM.

7 Dr. Ir. Agus Zainul Arifin, MM.