PFANDL Bond Analysis

Faculty of Economics and Administration
Autumn 2004
Extent and Intensity
1/2/0. 4 credit(s). Type of Completion: zk (examination).
Teacher(s)
Ing. Boris Šturc, CSc. (lecturer)
Ing. Boris Šturc, CSc. (seminar tutor)
Guaranteed by
doc. Ing. Aleš Ševčík, CSc.
Department of Finance – Faculty of Economics and Administration
Contact Person: Marie Moudrá
Timetable
Thu 10:15–11:50 P104
  • Timetable of Seminar Groups:
PFANDL/01: Thu 12:00–13:35 S310
PFANDL/02: Thu 13:45–15:20 S310
PFANDL/03: Thu 15:30–17:05 S310
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
The capacity limit for the course is 77 student(s).
Current registration and enrolment status: enrolled: 0/77, only registered: 0/77, only registered with preference (fields directly associated with the programme): 0/77
fields of study / plans the course is directly associated with
Course objectives
Bond Analysis (PFANDL) The aim of this course is to explain the basic concepts and guide the students so that they can understand bonds as a kind of security negotiable on capital markets: duration and convexity of bonds, their utilization and basic bond accounting. Topics covered include: bond pricing, gross price, net price, tax; bond duration, deriving the relation for duration, modified duration, dollar duration; convexity, deriving the basic relation, its importance and utilization, percentage and dollar convexities. The course also explains bond utilization, its legal forms, basic accounting of bonds in commercial banks and for entrepreneurs. The course provides solutions of practical tasks, such as calculations of duration and convexity and keeping bond accounts. Credit requirements: solving assigned tasks and active participation in seminars. Examination: written and oral.
Literature
  • ŠTURC, Boris. Oceňování obligací a obchodování obligacemi. 1. vyd. Brno: Masarykova univerzita, 2001, 51 s. ISBN 8021025085. info
  • SHARPE, William F. and Gordon J. ALEXANDER. Investice. Translated by Zdeněk Šlehofr. 4. vyd. Praha: Victoria Publishing, 1994, 810 s. ISBN 80-85605-47-3. info
Language of instruction
Czech
Further Comments
The course is taught annually.
The course is also listed under the following terms Autumn 2001, Autumn 2002, Autumn 2003, Autumn 2005, Autumn 2006, Autumn 2007, Autumn 2008.
  • Enrolment Statistics (Autumn 2004, recent)
  • Permalink: https://is.muni.cz/course/econ/autumn2004/PFANDL