OPF:FIUNANIS Investment Instruments and Str - Course Information

FIUNANIS Investment Instruments and Strategies

Extent and Intensity

2/1/0. 5 credit(s). Type of Completion: zk (examination).

Teacher(s)

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

• Business Economics and Management (programme OPF, N_EKOMAN, specialization Corporate Finance)

Course objectives

The aim of the course is to provide students with the necessary knowledge in the issue of financial instruments as well as with using selected analytical methods. Theoretical background of fundamental, technical and psychological analysis will be provided and also selected financial derivatives will be described. In globalized world it is also necessary to understand differences between investing into bonds, stocks and commodities. Practically it will be provided basics within using econometrics in EViews software. Time series will be tested whether or not they are stationary, then it will be examined daily returns, correlation analysis and estimated regression models.

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
• NOVOTNÝ, J. and J. KUNERT. Central banking in the Czech lands. 2008. ISBN 978-80-87-22507-3. info
• HEFFERNAN, S.A. Modern banking. 2005. ISBN 0-470-09500-8. info

recommended literature
• 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

English

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 (Summer 2017, recent)
  
• Permalink: https://is.slu.cz/course/opf/summer2017/FIUNANIS