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ČESKÉ VYSOKÉ UČENÍ TECHNICKÉ V PRAZE
STUDIJNÍ PLÁNY
2018/2019

Financial Markets

Předmět není vypsán Nerozvrhuje se
Kód Zakončení Kredity Rozsah
BIE-FTR.1 Z,ZK 5 2P+2C
Přednášející:
Cvičící:
Předmět zajišťuje:
katedra softwarového inženýrství
Anotace:

Financial sector has been deeply transformed in the recent years, which led to a development of structured financial products, a new point of view on the issue of credit risk, and globalization of market activities. The need to use and properly apply mathematical and technical tools is emphasized. To manage their financial activities, many firms need graduates from technical schools who have sufficient knowledge ICT and mathematics, and who have at the same time an understanding of the functioning of financial markets. The Financial Markets course thus englobes both a description of financial markets and related economic theories, and an overview of mathematical and statistical tools used in this field.

Požadavky:

The subject is designed for BA level, it complements the compulsory elective economics and management modules. Basic courses of calculus and statistics are prerequisites.

Osnova přednášek:

- Basic overview of the financial system

- Interest rates, money market, bond market

- Stock market and exchange market

- Modeling of financial time series

- Investment valuation, risk, portfolio valuation, CAPM model

- Efficient markets hypothesis, issue of securities

- Dividend payments, capital structure and value of a firm

- Credit risk

- Risk management and financial derivatives: futures and forwards, option pricing

- Financial institutions and financial crises, role of central banks

Osnova cvičení:

- Interest rates, bond pricing

- Stock pricing

- Modeling of financial time series

- Investment valuation, risk, portfolio valuation, CAPM model

- Financial derivatives: futures and forwards, option pricing

Cíle studia:

The goal of this course is to present to FIT students the functioning of financial markets, mainly their economic aspects and mathematical tools that are being used. Acquired knowledge will be applied using available information technology.

Studijní materiály:

F. S. Mishkin, S. G. Eakins: Financial Markets and Institutions

R. A. Brealey, S. C. Myers, F. Allen: Principles of Corporate Finance

Poznámka:
Další informace:
Pro tento předmět se rozvrh nepřipravuje
Předmět je součástí následujících studijních plánů:
Platnost dat k 23. 7. 2019
Aktualizace výše uvedených informací naleznete na adrese http://bilakniha.cvut.cz/cs/predmet3523206.html