Financial markets and their applications

Type of study	Doctoral
Language of instruction	English
Code	154-9525/01
Abbreviation	FTAa
Course title	Financial markets and their applications
Credits	10
Coordinating department	Department of Finance
Course coordinator	doc. Ing. Aleš Kresta, Ph.D.

Subject syllabus

1. Fundamentals of investment theory
2. Efficient market theories and anomalies in financial markets
3. Fundamental analysis
4. Technical analysis
5. Psychological analysis and fundamentals of behavioral finance
6. Bonds and their analyses, portfolio creation strategies
7. Derivatives – forwards, futures, swaps
8. Derivatives – options contracts
9. Financial innovations
10. Asset management – passive and active strategies
11. Investment performance measures and biases (data snooping bias, survivorship bias, etc.)

Literature

FABOZZI, Frank J. Capital Markets: Institutions, Instruments, and Risk Management. 5th ed. Boston: MIT Press, 2015.
MISHKIN, Frederic S., GEAKINS, Stanley. Financial markets and institutions. 8th ed. Boston: Pearson, 2016.
SAUNDERS, Anthony, CORNETT Marcia M. Financial markets and institutions. 5th ed. New York: McGraw-Hill/Irwin, 2012

Advised literature

ARNOLD, Glen. Financial Times guide to the financial markets. Harlow: Pearson, 2012.
FABOZZI, Frank J. Foundations of financial markets and institutions. 3rd ed. Upper Saddle River: Prentice Hall, 2002.
HULL, John C. Risk Management and Financial Institutions. 4th ed. New Jersey: Willey, 2012.

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