Předmět Financial investments (MPF_AFII)

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Materiál	Typ	Datum	Počet stažení

Cíl

At the end of the course students should be able to:- describe the advantages and drawbacks of financial products;- define the current trends in investment;- compare active and passive investment;- characterize individual passive investment products;- describe individual investment strategies;- characterize investing in stocks, bonds, currencies, financial derivatives, real assets, collective investment and alternative investment;- define the basics of the modern portfolio theory;- summarize basic principles of diversification.

Osnova

Lectures:1. Portfolio Theory and Practice – Risk, Return, and the Historical Records2. Portfolio Theory and Practice – Capital Allocation to Risk Assets3. Portfolio Theory and Practice – Optimal Risky Portfolio4. Equilibrium in Capital Markets – The Capital Asset Pricing Model5. Equilibrium in Capital Markets - Arbitrage Pricing Theory and Multifactor Models of Risk and Return6. Equilibrium in Capital Markets – The Efficient Market hypothesis and Behavioral Finance7. Options, Futures and Other Derivatives - Introduction8. Options, Futures and Other Derivatives – Option Markets and Option Valuation9. Options, Futures and Other Derivatives - Futures Markets and Futures, Swaps and Risk Management10. Applied Portfolio Management – Portfolio Performance Evaluation11. Applied Portfolio Management – International Diversification12. Applied Portfolio Management - Hedge Funds and The Theory of Active Portfolio Management13. Summary of InvestmentsSeminars:1. Portfolio Theory and Practice – Risk, Return, and the Historical Records2. Portfolio Theory and Practice – Capital Allocation to Risk Assets3. Portfolio Theory and Practice – Optimal Risky Portfolio4. Test no 15. Equilibrium in Capital Markets – The Capital Asset Pricing Model6. Equilibrium in Capital Markets - Arbitrage Pricing Theory and Multifactor Models of Risk and Return7. Equilibrium in Capital Markets – The Efficient Market hypothesis and Behavioral Finance8. Test no 29. Options, Futures and Other Derivatives - Introduction10. Options, Futures and Other Derivatives – Option Markets and Option Valuation11. Options, Futures and Other Derivatives - Futures Markets and Futures, Swaps and Risk Management12. Test no 313. Final seminar

Literatura

povinná literaturaBODIE, Zvi, Alex KANE a Alan J. MARCUS. Investments. 6th ed. Boston: McGraw-Hill, 2005. xxx, 1090. ISBN 0-07-286178-9. infodoporučená literaturaMISHKIN, Frederic S. a Stanley G. EAKINS. Financial markets and institutions. 6th ed. Boston: Pearson Prentice Hall, 2009. xxxix, 675. ISBN 978-0-321-37421-9. infoMISHKIN, Frederic S. The economics of money, banking and financial markets. 7th ed. Boston: Addison-Wesley, 2004. xxxix, 679. ISBN 0-321-12235-6. info

Požadavky

(! BPF_FIIN The Financial Investment ) && (! MPF_FIIN Finanční investování )

Garant

Ing. Dagmar Linnertová, Ph.D.

Vyučující

Ing. Dagmar Linnertová, Ph.D.Ing. Dagmar Linnertová, Ph.D.