Information System of Masaryk University 

Course Information

MPF_ACP2 Analysis of securities 2

Faculty of Economics and Administration
Spring 2012

Extent and Intensity

2/2/0. 6 credit(s). Type of Completion: zk (examination).

Teacher(s)

doc. Ing. Martin Svoboda, Ph.D. (lecturer)
Ing. Boris Šturc, CSc. (lecturer)
Ing. Luděk Benada (seminar tutor)
Ing. Boris Šturc, CSc. (seminar tutor)

Supervisor

Ing. Boris Šturc, CSc.
Department of Finance - Faculty of Economics and Administration
Contact Person: Iva Havlíčková
Dodavatelské pracoviště: Department of Finance - Faculty of Economics and Administration

Timetable

Thu 15:30–17:05 P1 (Citi Hall)

• Timetable of Seminar Groups:

MPF_ACP2/01 Thu 12:50–14:30 S4, B. Šturc
MPF_ACP2/02 Mon 14:35–16:15 S17, L. Benada

Prerequisites (in Czech)

( MPF_ACP1 The Security Analysis 1 || MPF_ASAN Security analysis )&&(! PFANDL Bond Analysis )

Course Enrollment Limitations

The course is only offered to the students of the study fields the course is directly associated with.

Fields of study the course is directly associated with

• Finance (programme ESF, M-FU)
• Financial Management (programme ESF, M-HPS)
• Finance (programme ESF, N-FU)

Course objectives

Analysis of securities 2(MKF_ACP2) The course aims to explain to students the basic concepts and lead them to understand bonds as a security negotiable on capital markets. Students will be explained the duration and convexity of bonds, use of bonds. Examination: written and oral.

Syllabus

• 1 Introduction to the issue, the importance of credit in the economy, the characteristics of loans, credits 2 Analysis credit eligibility of client - financial analysis 3 Analysis credit eligibility of client - financial analysis 4 Evaluation of return on a business plan 5 Security credit 6 The economic concept of bonds and their importance 7 Fundamentals of Bond Valuation Duration 8 bond and its importance Modified duration bond and the importance of dollar-denominated bond duration and its significance 9 Konvexita bond and its importance 10: government bonds and their importance in determining the risk-free interest rate 11 Particular forms of bonds and their valuation 12 Basic principles of trading in bonds 13 Evaluation and management of a portfolio of bonds

Literature

required literature
• 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

recommended literature
• BLAKE, David. Analýza finančních trhů. 1. vyd. Praha: Grada, 1995. 623 pp. ISBN 8071692018. info
• GRAHAM, Benjamin and David L. DODD. Security analysis :principles and technique. 2nd ed. New York: McGraw-Hill Book Company, 1940. xiii, 851. ISBN 0-07-141228-X. info
• BREALEY, Richard A. and Stewart C. MYERS. Teorie a praxe firemních financí. Translated by Zdeněk Tůma - Milan Tůma. Praha: Victoria Publishing, 1992. 1 sv. (rů. ISBN 80-85605-24-4. info

Further comments (probably available only in Czech)

Study Materials
The course is taught annually.
General note: Nezapisují si studenti, kteří absolvovali předmět PFANDL.
Credit evaluation note: k=1.

The course is also listed under the following terms Spring 2010, Spring 2011, Spring 2013, Spring 2014.

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• Enrollment Statistics (Spring 2012, recent)
  
• Permalink: https://is.muni.cz/course/econ/spring2012/MPF_ACP2

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