ESF:MKF_FIDE Derivatives of Financial Marke - Course Information
MKF_FIDE Derivatives of Financial Markets
Faculty of Economics and AdministrationSpring 2010
- Extent and Intensity
- 0/0. 6 credit(s). Type of Completion: zk (examination).
- Teacher(s)
- Ing. Boris Šturc, CSc. (lecturer)
- Guaranteed by
- Ing. Boris Šturc, CSc.
Department of Finance – Faculty of Economics and Administration
Contact Person: Iva Havlíčková - Timetable
- Sat 27. 2. 12:50–16:15 P201, Sun 14. 3. 12:50–16:15 P201, Sat 15. 5. 12:50–16:15 P201
- Prerequisites
- ! KFDEFT Derivatives of Financial Marke
Completion course Mathematics, Statistics, Financial Markets - Course Enrolment Limitations
- The course is also offered to the students of the fields other than those the course is directly associated with.
- fields of study / plans the course is directly associated with
- Finance (programme ESF, N-FU)
- Course objectives
- Financial Market Derivatives (DEFT) The course is the understanding of the financial derivatives market. Understanding of basic financial derivatives market Risk and Derivatives as instruments the diversification of risk, forwards, futures and options, management of exchange rate risk. Credit requirements: active participation in seminars, progress test. Examination: written and oral.
- Syllabus
- Theme plan - Lectures:
- 1. Definition of derivative financial market
- 2. Futures contracts - forwards, basic concepts, the importance and functions, principles of valuation
- 3. Forwards on the interest rate pricing and the use of
- 4. Forwards in foreign currency, pricing and the use of
- 5. Futures - and the specific method of trading on the Stock Exchange
- 6. Futres on interest rate
- 7. Futures on foreign currency
- 8. Other futures - on the indices, CTD bond
- 9. Swaps - the importance and use of
- 10. On interest rate swaps
- 11. Foreign exchange swaps
- 12. Optional stores - and the importance of valuation
- 13. Accounting and tax treatment of derivatives for the needs of commercial banks
- Literature
- BREALEY, Richard A. and Stewart C. MYERS. Teorie a praxe firemních financí. Translated by Zdeněk Strnad - Vilém Jungmann - Tomáš Hlaváč. Vyd. 1. Praha: Computer Press, 2000, xix, 1064. ISBN 8072261894. info
- ŠTURC, Boris, Lenka MÍČKOVÁ and Miroslav GAJZLER. Vybrané problémy finančního trhu : deriváty finančního trhu a mezinárodní management : učební text pro studenty oboru finanční podnikání. 1. vyd. Brno: Masarykova univerzita, 1997, 101 s. ISBN 8021016523. info
- BLAKE, David. Analýza finančních trhů. Translated by Aleš Hrnčíř - Petr Šedý - Pavel Šimůnek. Vyd. 1. Praha: Grada, 1995, 623 s. ISBN 8071692018. info
- JÍLEK, Josef. Termínové a opční obchody. 1. vyd. Praha: Grada, 1995, 286 s. ISBN 8071691836. 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
- Assessment methods
- The teaching methods: Lectures.
Requirements for completion: it completed a written and oral exam. Precondition for the granting of the test is passing the inspection test, final test. - Language of instruction
- Czech
- Further comments (probably available only in Czech)
- Study Materials
The course is taught annually.
General note: nezapisují si studenti, kteří absolvovali předmět KFDEFT.
Credit evaluation note: k=1.
- Enrolment Statistics (Spring 2010, recent)
- Permalink: https://is.muni.cz/course/econ/spring2010/MKF_FIDE