OPF:FIUBPFIT Financial Markets - Course Information

FIUBPFIT Financial Markets

Extent and Intensity

2/1/0. 6 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
Contact Person: Ing. Irena Szarowská, Ph.D., MPA

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, B_HOSPOL)

Course objectives

The course introduces students to the basics of financial markets not only in the Czech Republic, the types of financial instruments traded on the spot, secondary, stock, and OTC markets. Emphasis is placed on clarifying approaches to measuring financial assets, the risk analysis and the basics of portfolio theory. Also, students are introduced to the basics of econometric software through dealing with the issue of stationarity, correlation analysis, long-term and short-term causality.

Syllabus

• 1. Financial markets and financial market actors
  2. Organization and structure of financial markets
  3. Valuation of financial assets and interest rates
  4. Portfolio theory and Capital asset pricing
  5. Money market
  6. Valuation of money market instruments
  7. Bond market
  8. Valuation of bonds
  9. Stock market
  10. Stock analysis
  11. Derivatives markets
  12. Stock Exchange
  13. OTC securities markets

Literature

required literature
• HERYÁN, T. Finanční trhy. OPF SU, Karviná, 2014. ISBN 978-80-7510-022-1. info
• HERYÁN, T., D. STAVÁREK. ). Influence of the Czech Banks on their Foreign Owners' Interest Margin. 2012. info
• STAVÁREK, D. and T. HERYÁN. Day of the Week Effect in Central European Stock Markets. 2012. ISBN 1212-3609. info
• HERYÁN, T., D. STAVÁREK. Interactions between interest rates in selected euro area countries and in the Czech Republic. 2011. info
• MUSÍLEK, P. Trhy cenných papírů. 2. vyd. Praha: Ekopress, 2011. ISBN 978-80-86929-70-5. info
• NOVOTNÝ, J. and J. KUNERT. Central banking in the Czech lands. 2008. ISBN 978-80-87-22507-3. info
• DVOŘÁK, P. Deriváty - 2. přepracované vydání. Praha: Oeconomica, 2008. ISBN 978-80-245-1435-2. info
• HEFFERNAN, S.A. Modern banking. 2005. ISBN 0-470-09500-8. info
• VESELÁ, J. Analýza trhu cenných papírů, II. díl. 1. vyd. Praha: Vysoká škola ekonomická, 2003. ISBN 80-245-0506-1. info

recommended literature
• Časopisecké články z: Ekonom, Fondshop, Finance a úvěr a jiných periodik dle doporučení vedoucích seminářů. 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., STAVÁREK, D. Day of the week effect in the European emerging stock markets: Recent evidence from the financial crisis period. Scientific Papers of the University of Pardubice, 2011. ISBN 1211-555X. info
• SHILLER, R.J. Investiční horečka - iracionální chování na kapitálových trzích. Praha: Grada, 2010. ISBN 978-80-247-2482-9. info
• SYROVÝ, P. Investování pro začátečníky. GRADA Publishing, 2010. ISBN 978-80-247-3486-6. info
• JÍLEK, J. Akciové trhy a invstování. 1. vyd. Praha. Grada Publishing, 2009. ISBN 978-80-247-2963-3. info

Teaching methods

Skills demonstration
Seminar classes

Assessment methods

Written exam

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, discussion, ongoing test, course credit test, final witten exam

Activity	Difficulty [h]
Ostatní studijní zátěž	95
Přednáška	26
Seminář	13
Zkouška	40
Summary	174

• Enrolment Statistics (Winter 2015, recent)
  
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