OPF:FINNPINS Investment Instruments and Str - Course Information

FINNPINS Investment Instruments and Strategies

Extent and Intensity

2/1/0. 4 credit(s). Type of Completion: z (credit).

Teacher(s)

Ing. Michaela Roubíčková, Ph.D. (lecturer)
Ing. Michaela Roubíčková, Ph.D. (seminar tutor)

Guaranteed by

Ing. Michaela Roubíčková, Ph.D.
Department of Finance and Accounting – School of Business Administration in Karvina

Prerequisites

None

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

• Banking (programme OPF, N_HOSPOL)

Course objectives

Introducing students to differences in risky investment strategies and investors aversive to risk, with the specifics of selected global financial markets and derivatives exchanges. Emphasis is placed on clarifying the theory of efficient markets, fundamental and technical analysis, examples for the valuation of financial derivatives. Students are also familiarized with the work in econometric software EViews 7, basic necessities for build a simple regression model, which then follow the basics of data arranged in panels.

Syllabus

• 1. Efficiency of financial markets
  2. National and international money markets - I.
  3. National and international money markets - II.
  4. Emerging Markets
  5. International diversification
  6. Debtor Securities
  7. Bond analysis
  8. Equity securities
  9. Fundamental and Technical Analysis
  10. Valuation of financial derivatives
  11. Portfolio theory and the capital asset pricing
  12. Financial markets and the real economy
  13. Trading and settlement systems
  

Literature

required literature
• HERYÁN, T. and D. STAVÁREK. Influence of the Czech Banks on their Foreign Owners' Interest Margin. 2011. ISBN 2212-5671. info
• HERYÁN, T. and D. STAVÁREK. Interactions between interest rates in selected euro area countries and in the Czech Republic. 2011. info
• DOUGHERTY, C. Introduction to Econometrics. 2011. ISBN 978-0-19-956708-9. info
• REJNUŠ, O. Finanční trhy - 2. rozšířené vydání. Ostrava: Key Publishing, 2010. ISBN 978-80-7418-080-4. info
• NOVOTNÝ, J. and J. KUNERT. Central banking in the Czech lands. 2008. ISBN 978-80-87-22507-3. info
• JÍLEK, J. Finanční trhy a investování. 1. vyd. Praha: Grada Publishing, 2008. ISBN 978-80-247-1653-4. info
• HEFFERNAN, S.A. Modern banking. 2005. ISBN 0-470-09500-8. info

recommended literature
• Časopisecké články z: Fondshop, Finance a úvěr. info
• Zákon č. 214/1992 Sb., o burze cenných papírů, v platném znění. info
• Zákon č. 591/1992 Sb., o cenných papírech, v platném znění. info
• HERYÁN, T. Formování úvěrových trhů vybraných zemí Evropské unie: Analýza užitím panelové regrese. Ekonomická revue - Central European Review of Economic Issues. 2011. info
• JÍLEK, J. Finanční a komoditní deriváty v prax. 2. vyd. Praha: Grada Publishing, 2010. ISBN 978-80-247-3696-9. info
• KOHOUT, P. Investiční strategie pro třetí tisíciletí. Praha: GRADA Publishing, 2010. ISBN 978-80-247-3315-9. info
• ELTON, EJ., GRUBER, MJ. Modern Portfolio Theory and Investment Analysis. 6th ed. New York, etc.: John Wiley Sons, 2003. ISBN 0-471-23854-6. info
• KULHÁNEK, L., POLOUČEK, S., STAVÁREK, D. The Financial and Banking Sectors in Transition Countries. In: POLOUČEK, S. (Ed.) Reforming the Financial Sector in Central European Countries. Basingstoke: Palgrave Macmillan, 2003. ISBN 1-4039-1546-6. info

Teaching methods

Skills demonstration
Seminar classes

Assessment methods

Credit

Language of instruction

Czech

Further comments (probably available only in Czech)

The course can also be completed outside the examination period.

Teacher's information

attendance in seminars 25 %, seminar paper, course credit test

Activity	Difficulty [h]
Ostatní studijní zátěž	47
Přednáška	26
Seminář	13
Zápočet	30
Summary	116

• Enrolment Statistics (recent)
  
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