MPF_AFII Financial investments

Ekonomicko-správní fakulta
podzim 2024
Rozsah
2/2/0. 6 kr. Ukončení: zk.
Vyučováno prezenčně.
Vyučující
Axel Alejandro Araneda Barahona, Ph.D. (přednášející)
Axel Alejandro Araneda Barahona, Ph.D. (cvičící)
Garance
Axel Alejandro Araneda Barahona, Ph.D.
Katedra financí – Ekonomicko-správní fakulta
Kontaktní osoba: Mgr. Jana Nesvadbová
Dodavatelské pracoviště: Katedra financí – Ekonomicko-správní fakulta
Předpoklady
(! BPF_FIIN The Financial Investment ) && (! MPF_FIIN Finanční investování )
Omezení zápisu do předmětu
Předmět je určen pouze studentům mateřských oborů.

Předmět si smí zapsat nejvýše 24 stud.
Momentální stav registrace a zápisu: zapsáno: 0/24, pouze zareg.: 0/24
Jiné omezení: Nezapisují si studenti, kteří absolvovali předmět PFFINV nebo PFFINVA nebo BPF_FIIN nebo MPF_FIIA nebo MPF_FIIN.
Mateřské obory/plány
Cíle předmětu
The aim of the course is to deeper knowledge about the financial market, its components and products. The financial instruments are analyzed with impact on their role in financing process and with respect of problem of valuation and risk.
Výstupy z učení
At the end of the course students should be able to:
- describe the advantages and drawbacks of financial products;
- define the current trends in investment;
- compare active and passive investment;
- characterize individual passive investment products;
- describe individual investment strategies;
- characterize investing in stocks, bonds, currencies, financial derivatives, real assets, collective investment and alternative investment;
- define the basics of the modern portfolio theory;
- summarize basic principles of diversification.
Osnova
  • Lectures:
  • 1. Market Organization and Structure
  • 2. Security Market Indices
  • 3. Market Efficiency
  • 4. Technical Analysis
  • 5. Fixed - Income Securities – Defining Elements, Issuance, Trading and Funding
  • 6. Fixed - Income Valuation
  • 7. Fixed – Income return and risk
  • 8. Portfolio Management—Part I
  • 9. Portfolio Management—Part II
  • 10. Introduction to Asset-Backed Securities
  • 11. The Arbitrage-Free Valuation Framework
  • 12. The Theory of Active Portfolio Management
  • Seminars:
  • 1.Introduction of the course, Market Organization and Structure
  • 2. Security Market Indices
  • 3. Market Efficiency
  • 4. Technical Analysis
  • 5. Test no 1
  • 6. Fixed - Income Securities – Defining Elements, Issuance, Trading and Funding
  • 7. Fixed - Income Valuation
  • 8. Fixed – Income return and risk
  • 9. Fixed-Income Portfolio Management—Part I
  • 10. Fixed-Income Portfolio Management—Part II
  • 11. Test no 2
  • 12. Introduction to Asset-Backed Securities
Literatura
    povinná literatura
  • MISHKIN, Frederic S. The economics of money, banking and financial markets. Twelfth edition, Global edit. Harlow: Pearson, 2019, 738 stran. ISBN 9781292268859. info
  • ADAMS, James a Donald J. SMITH. Fixed income analysis. Fifth edition. Hoboken, New Jersey: Wiley, 2022, xx, 882. ISBN 9781119850540. info
  • BODIE, Zvi, Alex KANE a Alan MARCU. Investments. 12 th. New York: McGraw-Hill Education, 2021. ISBN 1-260-01383-9. info
    doporučená literatura
  • REILLY, Frank K. a Keith C. BROWN. Analysis of investments & management of portfolios. 10th ed. Australia: South-Western Cengage Learning, 2012, xxvi, 1066. ISBN 9780538482486. info
  • MICHAEL, McMillan a Gerhard PINTO. Investments: Principles of Portfolio and Equity Analysis. CFA Institute Investment Series Set, 2011. ISBN 978-0-470-91580-6. info
Výukové metody
lectures, seminars - processing and presentation of a seminar project, class discussion
Metody hodnocení
The course is completed by a written exam (maximum 30 points).
It is necessary to fulfil followings requirements:
Requirements for students:
Writting two in term tests according the schedule (20 points per each test). Points are added to the final evaluation. Total number of points from both tests: 40 points.
In the seminars are solved exercises that correspond with topics presented by lecturer (with one week delay). The exercises are solved in pairs and are delivered at the end of the lecture to the instructor (2 points per seminar).The points from seminars are added to the final evaluation.
Presentation of an paper (case study) in the regular terms, maximum points from presentation 10 points.
Final exam test in the form of multiple choice: 50 poimts in the total. Final evaluation:
A 92 – 100 %, B 84 – 91 %, C 76 – 83 %, D 68 – 75 %, E 60 – 67 %, F less than 60 %
In the case of a student departure (for example, the Erasmus program), the student is obliged to contact the guarantor and agree on the fulfilment of the conditions of the course.
If a student commits a prohibited act, such as using various forbidden tools (e.g. cheatsheets), cribbing, taking out any part of the test or any other form of cheating, the teacher is allowed to interrupt the test and to grade the student with F according to the seriousness of the offence. The described procedure applies to all the activities that are included in the final evaluation of the course (semester paper).
Vyučovací jazyk
Angličtina
Další komentáře
Předmět je vyučován každoročně.
Výuka probíhá každý týden.
This course is due to COVID 19 measurements instructed only ONLINE in the autumn semester 2020. You can contact the teacher of the course about the organizational matters.
Nachází se v prerekvizitách jiných předmětů
Předmět je zařazen také v obdobích podzim 2010, podzim 2011, podzim 2012, podzim 2013, podzim 2014, podzim 2015, podzim 2016, podzim 2017, podzim 2018, podzim 2019, podzim 2020, podzim 2021, podzim 2022, podzim 2023.
  • Statistika zápisu (nejnovější)
  • Permalink: https://is.muni.cz/predmet/econ/podzim2024/MPF_AFII