ESF:MKF_FIDE Derivatives of Financial Marke - Course Information

MKF_FIDE Derivatives of Financial Markets

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
Supplier department: Department of Finance – Faculty of Economics and Administration

Timetable

Sat 4. 3. 16:20–19:35 P103, Sat 25. 3. 16:20–19:35 P103, Fri 12. 5. 16:20–19:35 P103

Prerequisites

Completion course Mathematics, Statistics, Financial Markets

Course Enrolment Limitations

The course is only offered to the students of the study fields 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

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
• 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
• 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

not specified
• 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

Teaching methods

Lecture

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. "Any copying, recording or leaking tests, use of unauthorized tools, aids and communication devices, or other disruptions of objectivity of exams (credit tests) will be considered non-compliance with the conditions for course completion as well as a severe violation of the study rules. Consequently, the teacher will finish the exam (credit test) by awarding grade "F" in the Information System, and the Dean will initiate disciplinary proceedings that may result in study termination."

Language of instruction

Czech

Further comments (probably available only in Czech)

Study Materials
The course is taught annually.
Credit evaluation note: k=1.

Listed among pre-requisites of other courses

• MKF_RRFI Risk management of financial institutions
  (((MKF_FIDE) && (!MKF_RRVP)) && SOUHLAS)  

• Enrolment Statistics (Spring 2017, recent)
  
• Permalink: https://is.muni.cz/course/econ/spring2017/MKF_FIDE