FIUNPNIS Investment Instruments and Strategies

School of Business Administration in Karvina
Summer 2020
Extent and Intensity
2/1/0. 5 credit(s). Type of Completion: zk (examination).
Teacher(s)
Ing. Tomáš Heryán, Ph.D. (lecturer)
Ing. Tomáš Heryán, Ph.D. (seminar tutor)
Guaranteed by
Ing. Tomáš Heryán, Ph.D.
Department of Finance and Accounting - School of Business Administration in Karvina
Contact Person: Ing. Irena Szarowská, Ph.D.
Timetable
Tue 8:05–9:40 A318
  • Timetable of Seminar Groups:
FIUNPNIS/01: Tue 9:45–10:30 A318, T. Heryán
Prerequisites
FAKULTA ( OPF ) && TYP_STUDIA ( N ) && FORMA ( P )
None
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
The capacity limit for the course is 12 student(s).
Current registration and enrolment status: enrolled: 2/12, only registered: 0/12
fields of study / plans the course is directly associated with
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. Finanční trhy. OPF SU, Karviná, 2014. ISBN 978-80-7510-022-1. 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)
Study Materials
The course can also be completed outside the examination period.
Teacher's information
ActivityDifficulty [h]
Ostatní studijní zátěž47
Přednáška26
Seminář13
Zápočet30
Summary116
The course is also listed under the following terms Summer 2016, Summer 2017, Summer 2018, Summer 2019.
  • Enrolment Statistics (recent)
  • Permalink: https://is.slu.cz/course/opf/summer2020/FIUNPNIS