Financial Markets and Risk Management

Podmínkou zápisu na předmět 16S2FM je, že si student v některém z předchozích semestrů zapsal předmět 16S2CFM

Garant předmětu:

Přednášející:

Cvičící:

Předmět zajišťuje:

institut manažerských studií

Anotace:

The course provides students with a hands-on knowledge of financial markets and financial instruments, their structure and conventions. They learn to use market instruments and market analyses to design efficient investment and hedging strategies and methods for the capital management of a company. Seminars take place interactively in the PC lab, which facilitates instruction and the solving of case studies using current market data and other online resources.

Požadavky:

BSc-level courses in Financial Management and Mathematics

Osnova přednášek:

Financial Instruments and Financial Markets

Trading and Settlement Conventions

Financial Derivatives

Behaviour of Markets and Measuring Market Risk

Determinants of Market Value, Financial Arbitrage

Financial Risk Analysis

Hedging and Hedging Strategies

Managing Nonlinear Risks

Economic Capital and its Applications

Osnova cvičení:

Financial Instruments and Financial Markets

Trading and Settlement Conventions

Financial Derivatives

Behaviour of Markets and Measuring Market Risk

Determinants of Market Value, Financial Arbitrage

Financial Risk Analysis

Hedging and Hedging Strategies

Managing Nonlinear Risks

Economic Capital and its Applications

Cíle studia:

By the end of the course, students will be able to understand the structure, operation and behaviour of financial markets and the utilization of various financial instruments, including financial derivatives.

Studijní materiály:

Mandatory:

Pilbeam, K. Finance and Financial Markets. 3rd ed. New York: Palgrave Macmillan, 2010. ISBN 978-0-230-23321-8

Steiner, B. Key Financial Market Concepts: The 100 Terms Every Finance Professional Needs to Know. 2nd ed. Harlow: Prentice Hall, 2011. ISBN 978-0-273-75012-3

Myint, S., Famery, F. The Handbook of Corporate Financial Risk Management. London: Risk Books, 2012. ISBN 978-1-906-34892-2

Supplementary:

Davidson, A. How the Global Financial Markets Really Work: The Definitive Guide to Understanding International Investment and Money Flows. London: Kogan Page, 2009. ISBN 978-0-7494-5393-0

Malz, A.M. Financial Risk Management: Models, History and Institutions. Hoboken: Wiley Finance, 2011. ISBN 978-0-470-48180-6

Hull, J. Options, Futures and Other Derivatives. 8th ed. New Jersey: Prentice Hall, 2012. ISBN 978-0-13-216511-2

Lybeck, J.A. A Global History of the Financial Crash of 2007-2010. Cambridge: Cambridge University Press, 2011. ISBN 978-1-1076-4888-3

Monda, B., Giorgino, M., Modolin, I. Rationales for Corporate Risk Management: A Critical Literature Review. Munich: RePEc, 2013. Online at http://mpra.ub.uni-muenchen.de/45420/

Poznámka:

Další informace:

Pro tento předmět se rozvrh nepřipravuje

Předmět je součástí následujících studijních plánů:

• N-PRI-prez.forma od 15/16 (povinný předmět zaměření)