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Finanční trhy II. A

Typ studia navazující magisterské
Jazyk výuky angličtina
Kód 154-0537/04
Zkratka FM II.A
Název předmětu česky Finanční trhy II. A
Název předmětu anglicky Financial Markets II. A
Kreditů 5
Garantující katedra Katedra financí
Garant předmětu prof. Ing. Tomáš Tichý, Ph.D.

Osnova předmětu

Syllabus
1. Security analysis
Investing in stocks, growth and value investing strategies
Theory of efficient market - forms of efficiency, market anomalies
Bond analysis - time and risk structure of interest rates
Fundamental analysis - global, sectoral, individual company, financial analysis, intrinsic value, SWOT analysis
Technical analysis - main principles, history, charts and indicators, important indicators of financial markets
Psychological analysis - theory of psychological analysis, behavioral finance
Asset management, portfolio manager role
Global Investment Performance Standards (GIPS)

2. Derivative markets
Financial derivatives markets - classification, use of derivatives, derivative markets
Futures, forwards, swaps, options
Trading with derivatives - trading mechanism with futures contracts, clearing house
Option strategies, synthetic options - essence and use of option strategies
Structured products – structured bonds, investment certificates
Asset-backed securities – asset securitization, covered bonds

3. Ethics and financial markets
Code of Ethics and Standards of Professional Conduct (CFA)
Professional behavior - knowledge of laws, objectivity, examples of unethical behavior
Principles of ethical behavior on financial markets - non-public information, market manipulation
Obligations in relation to clients and employers - loyalty, prudent care, fair dealing, responsibility, trustworthiness
Ethics and reporting, client risk profile, providing information about the investment process

4. Regulation, functioning and investing in financial markets
World financial markets - use of world financial markets, major centres, USA, Europe, Asia
Investing in global financial markets - stock exchanges versus OTC market, advantages and disadvantages of international investing
Czech financial market - current situation, regulation, legal basis of the Czech financial market
Supervision and regulation on global financial markets - necessity of regulation, main principles of regulation
Current situation on financial markets, lessons learned from financial crises, new trends on financial markets

Povinná literatura

BODIE, Z., KANE, A., MARCUS, A. J. Investments. 12th ed. New York: McGraw Hill, 2021. ISBN 978-1260571158 .
LAOPODIS, N. Understanding investments: theories and strategies. 2nd ed. London: Routledge, 2021. ISBN 978-1000074741 .
REILLY, F. K., BROWN, K. C., LEEDS, S. J. Investment analysis and portfolio management. 11th ed. Boston: Cengage, 2019. ISBN 978-1305262997.

Doporučená literatura

FABOZZI, F. J., FABOZZI, F. A. Bond markets, analysis, and strategies. 10th ed. The MIT Press, 2021. Always learning. ISBN 978-0253337535 .
HULL, J. C. Options, futures, and other derivatives. 11th ed.. Harlow, England: Pearson, 2022. ISBN 978-1292410654.
MADURA, J. Financial markets and institutions. 13th ed. Mason: South-Western Cengage Learning, 2021. ISBN 978-0357130797 .