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Vyučující
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Sadil Vojtěch, Ing. et Ing. PhD. LL.M.
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Obsah předmětu
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Module 1- The Role of Financial Markets and Institutions Module 2- Interest Rates in Financial Markets Module 3- Money Market Module 4- Bond Market Module 5- Bond Valuation and Risk Module 6- Mortgage Market Module 7- Stock Valuation and Risk Module 8- Market Microstructure and Stock Trading Module 9- Futures Financial Markets Module 10- Option Markets Module 11- Swap Markets Module 12- Foreign Exchange and Derivatives Markets
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Studijní aktivity a metody výuky
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- Příprava na zápočet
- 21 hodin za semestr
- Příprava na zkoušku
- 30 hodin za semestr
- Účast na výuce
- 39 hodin za semestr
- Domácí příprava na výuku
- 40 hodin za semestr
- Semestrální práce
- 20 hodin za semestr
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| Předpoklady |
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| Odborné znalosti |
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| Basic knowledge of - economics (macroeconomics and microeconomics), - finance (corporate finance, household finance (financial markets) ), - and mathematical-statistical methods, from the bachelor studying program (BSP). |
| Basic knowledge of - economics (macroeconomics and microeconomics), - finance (corporate finance, household finance (financial markets) ), - and mathematical-statistical methods, from the bachelor studying program (BSP). |
| Odborné dovednosti |
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| After completing this course, the student will be able to do the following: - describe how the financial system works, discuss the main trends, mention the participating institutions and currently offered products - categorize investments, demonstrate the difference between real and financial investments within the context of changing economic conditions, using proper investment terminology - describe how the money market works including a description of money market products, the substance of treasury management, cash pooling, and explain the substance and practices of foreign exchange trading on real examples - describe how the capital market works and which securities can be traded there, categorize security exchanges, explain how security exchanges are operating, and to explain main intelligent orders usable in trading of securities - explain and apply fundamental analysis for trading financial market - explain and apply technical analysis for trading financial market - explain and apply market psychology for trading financial market - explain and apply Elliott wawes theory for trading financial market - categorize portfolio investment models with focus on Markowitz's portfolio selection model, CAPM and APT - explain basic principles of portfolio theory and to calculate the expected portfolio´s yield and return - explain effective frontier and optimal portfolio regarding to Markowitz's portfolio selection model - explain Sharpe´s simple index model (SIM) and apply it on real examples - explain the assumptions of portfolio theory, discuss the differences compared to Markowitz´s model, visually demonstrate effective frontier and capital market line (CML) construction, classify risks to systematic and systematic, discuss weaknesses of CAPM model and apply CAPM model on real examples including beta factor determination - have a basic orientation in multi-factor models - orient in collective investment and wealth management field - understand the main principles of capital market regulation and supervision |
| After completing this course, the student will be able to do the following: - describe how the financial system works, discuss the main trends, mention the participating institutions and currently offered products - categorize investments, demonstrate the difference between real and financial investments within the context of changing economic conditions, using proper investment terminology - describe how the money market works including a description of money market products, the substance of treasury management, cash pooling, and explain the substance and practices of foreign exchange trading on real examples - describe how the capital market works and which securities can be traded there, categorize security exchanges, explain how security exchanges are operating, and to explain main intelligent orders usable in trading of securities - explain and apply fundamental analysis for trading financial market - explain and apply technical analysis for trading financial market - explain and apply market psychology for trading financial market - explain and apply Elliott wawes theory for trading financial market - categorize portfolio investment models with focus on Markowitz's portfolio selection model, CAPM and APT - explain basic principles of portfolio theory and to calculate the expected portfolio´s yield and return - explain effective frontier and optimal portfolio regarding to Markowitz's portfolio selection model - explain Sharpe´s simple index model (SIM) and apply it on real examples - explain the assumptions of portfolio theory, discuss the differences compared to Markowitz´s model, visually demonstrate effective frontier and capital market line (CML) construction, classify risks to systematic and systematic, discuss weaknesses of CAPM model and apply CAPM model on real examples including beta factor determination - have a basic orientation in multi-factor models - orient in collective investment and wealth management field - understand the main principles of capital market regulation and supervision |
| Výsledky učení |
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| Odborné znalosti |
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| - Znalost podstaty krypto-aktiv a dalších peněžních kategorií - Znalost technologické podstaty Blockchainu - Znalost podstaty a dílčích aspektů v oblasti Decentralizovaných financí (DeFi) - Znalost obsahu nejdůležitějších oblastí regulace krypto-aktiv - Znalost podstaty CBDC (Digitálních měn centrálních bank) |
| - Znalost podstaty krypto-aktiv a dalších peněžních kategorií - Znalost technologické podstaty Blockchainu - Znalost podstaty a dílčích aspektů v oblasti Decentralizovaných financí (DeFi) - Znalost obsahu nejdůležitějších oblastí regulace krypto-aktiv - Znalost podstaty CBDC (Digitálních měn centrálních bank) |
| Odborné dovednosti |
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| - to classify and judge the risk of different types of assets in financial markets - to interpret news from financial markets - to determine the intrinsic value of financial assets - to explain the opportunities and threats of financial derivatives - to explain the importance of different sub-segments of financial markets |
| - to classify and judge the risk of different types of assets in financial markets - to interpret news from financial markets - to determine the intrinsic value of financial assets - to explain the opportunities and threats of financial derivatives - to explain the importance of different sub-segments of financial markets |
| Vyučovací metody |
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| Odborné znalosti |
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| Monologická (výklad, přednáška, instruktáž) |
| Monologická (výklad, přednáška, instruktáž) |
| Dialogická (diskuze, rozhovor, brainstorming) |
| Dialogická (diskuze, rozhovor, brainstorming) |
| Praktické procvičování |
| Praktické procvičování |
| Hodnotící metody |
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| Analýza výkonů studenta |
| Analýza výkonů studenta |
| Známkou |
| Známkou |
| Kombinovaná zkouška (písemná část + ústní část) |
| Kombinovaná zkouška (písemná část + ústní část) |
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Doporučená literatura
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CIPRA, T. Practical guide to financial and insurance mathematics. Praha: Ekopress, 2020. ISBN 9788087865675.
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MADURA, J. Financial Markets & Institutions, 13th Edition. Boston, 2019. ISBN 978-0357130797.
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MAGINN, J.L., TUTTLE, D.L., PINTO, J.E. Managing investment portfolios: A dynamic process. 3rd ed.. Wiley: Hoboken, 2007. ISBN 978-0-470-08014-6.
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MISHKIN, F.S. The economics of money, banking, and financial markets. Eleventh edition.. Boston: Pearson, 2016.
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PETITT, B.S., PINTO, J. E., PIRIE, W.L., GRIEVES, R., NORONHA, G.M. Fixed income analysis. Third edition. Hoboken: Wiley, 2015. ISBN 97811189994.
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