154-9525/01 – Financial markets and their applications (FTAa)
| Gurantor department | Department of Finance | Credits | 10 |
| Subject guarantor | doc. Ing. Aleš Kresta, Ph.D. | Subject version guarantor | doc. Ing. Aleš Kresta, Ph.D. |
| Study level | postgraduate | Requirement | Compulsory |
| Year | | Semester | winter + summer |
| | Study language | English |
| Year of introduction | 2019/2020 | Year of cancellation | |
| Intended for the faculties | EKF | Intended for study types | Doctoral |
Subject aims expressed by acquired skills and competences
The aim of the course is to gain knowledge about the nature, functions and behavior of financial markets, both of its components - the money and capital markets. In addition to an extensive theoretical foundation and legislative background, the course also focuses on practical applications.
Teaching methods
Lectures
Individual consultations
Summary
Compulsory literature:
FABOZZI, Frank J. Capital Markets: Institutions, Instruments, and Risk Management. 5th ed. Boston: MIT Press, 2015.
MISHKIN, Frederic S., GEAKINS, Stanley. Financial markets and institutions. 8th ed. Boston: Pearson, 2016.
SAUNDERS, Anthony, CORNETT Marcia M. Financial markets and institutions. 5th ed. New York: McGraw-Hill/Irwin, 2012
Recommended literature:
ARNOLD, Glen. Financial Times guide to the financial markets. Harlow: Pearson, 2012.
FABOZZI, Frank J. Foundations of financial markets and institutions. 3rd ed. Upper Saddle River: Prentice Hall, 2002.
HULL, John C. Risk Management and Financial Institutions. 4th ed. New Jersey: Willey, 2012.
Additional study materials
Way of continuous check of knowledge in the course of semester
Ústní zkouška
E-learning
Other requirements
there are no other requirements on studnet
Prerequisities
Subject has no prerequisities.
Co-requisities
Subject has no co-requisities.
Subject syllabus:
1. Fundamentals of investment theory
2. Efficient market theories and anomalies in financial markets
3. Fundamental analysis
4. Technical analysis
5. Psychological analysis and fundamentals of behavioral finance
6. Bonds and their analyses, portfolio creation strategies
7. Derivatives – forwards, futures, swaps
8. Derivatives – options contracts
9. Financial innovations
10. Asset management – passive and active strategies
11. Investment performance measures and biases (data snooping bias, survivorship bias, etc.)
Conditions for subject completion
Occurrence in study plans
Occurrence in special blocks
Assessment of instruction
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