MPF_FID2 Finanční deriváty 2 Exotické opce

Faculty of Economics and Administration
Autumn 2011
Extent and Intensity
0/2. 3 credit(s). Type of Completion: zk (examination).
Teacher(s)
Ing. Boris Šturc, CSc. (lecturer)
Guaranteed by
Ing. Boris Šturc, CSc.
Department of Finance – Faculty of Economics and Administration
Timetable of Seminar Groups
MPF_FID2/01: Fri 10:15–11:50 S309, B. Šturc
MPF_FID2/02: Fri 12:00–13:35 S309, B. Šturc
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
The capacity limit for the course is 48 student(s).
Current registration and enrolment status: enrolled: 0/48, only registered: 0/48, only registered with preference (fields directly associated with the programme): 0/48
fields of study / plans the course is directly associated with
Course objectives
The course is focused on introduction and familiarizing students with advanced options types (digital, barrier etc.) It aims at valuation, trading and practical using of these financial Instruments
Syllabus
  • 1st Introductory Seminar
  • 2nd I. Asian option - pricing, utilization, basic profit and loss graphs buyer and seller
  • 3rd Asian Option II. - Pricing, utilization, basic profit and loss graphs buyer and seller
  • 4th Exotic Option I - pricing, utilization, basic profit and loss graphs buyer and seller
  • 5th Exotic Option II. - Pricing, utilization, basic profit and loss graphs buyer and seller
  • 6th Barrier option - pricing, utilization, basic profit and loss graphs buyer and seller
  • 7th Binary Option I - pricing, utilization, basic profit and loss graphs buyer and seller
  • 8th Binary Option II. - Pricing, utilization, basic profit and loss graphs buyer and seller
  • 9th Chooser option - pricing, utilization, basic profit and loss graphs buyer and seller
  • 10th Lookback option - pricing, utilization, basic profit and loss graphs buyer and seller
  • 11th Rainbow option - pricing, utilization, basic profit and loss graphs buyer and seller
  • 12th Compound option - pricing, utilization, basic profit and loss graphs buyer and seller
  • 13th Final Seminar and Test
Literature
    required literature
  • HULL, John. Options, Futures, and Other Derivatives. New Jersey: Prentice Hall, 2003, 774 pp. Fifth Edition. ISBN 0-13-046592-5. info
  • BLAKE, David. Analýza finančních trhů. Translated by Aleš Hrnčíř - Petr Šedý - Pavel Šimůnek. Vyd. 1. Praha: Grada, 1995, 623 s. ISBN 8071692018. info
    recommended literature
  • HAUG, Espen. The complete Guide to Option Pricing Formulas. McGraw-Hill, 1998, 232 pp. ISBN 0-7863-1240-8. info
Teaching methods
Seminars
Assessment methods
Test and written examination
Language of instruction
Czech
Further Comments
Study Materials
The course is taught annually.
The course is also listed under the following terms Autumn 2012, Autumn 2013, Autumn 2014, Autumn 2015, Autumn 2016.
  • Enrolment Statistics (Autumn 2011, recent)
  • Permalink: https://is.muni.cz/course/econ/autumn2011/MPF_FID2