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Advanced Derivatives and Alternative Investments

Summary

This course is focused on providing extension of basic concepts and principles related to the derivative markets and alternative investments. The lectures aim to clarify the advanced principles and concepts, while the seminars focus on the application of acquired knowledge through case studies, practical exercises, and projects focused on the use of individual assets for hedging, trading and investment purposes.

Literature

CFA Institute. Derivatives (CFA Institute Investment Series). Hoboken: Wiley, 2021. ISBN 978-1119850588 .
CHAMBERS, D. R. et al. Alternative Investments. CAIA Level I. 4th ed. Hoboken: Wiley, 2020. ISBN 978-1-119-60415-0 .
HULL, John. Options, futures, and other derivatives. 11th ed. Upper Saddle River: Pearson, 2021. ISBN 978-0-13-500994-9.

Advised literature

BODIE, Zvi, Alex KANE and Alan J. MARCUS. Investments. 12th ed. New York: McGraw Hill, 2021. ISBN 978-1-260-57115-8 .
CHAMBERS, Donald R., KAZEMI, Hossein B., Keith H. BLACK and CAIA Association. Alternative Investments. An Allocator’s Approach. 4th ed. Hoboken: Wiley, 2021. ISBN 978-1119651680 .
LAOPODIS, Nikiforos. Understanding investments: theories and strategies. 2nd ed. London: Routledge, Taylor & Francis Group, 2021. ISBN 978-1000074741 .


Language of instruction angličtina
Code 154-0576
Abbreviation ADAI
Course title Advanced Derivatives and Alternative Investments
Coordinating department Department of Finance
Course coordinator doc. Ing. Petr Seďa, Ph.D.