ESF:MPF_AFII Financial investments - Course Information

MPF_AFII Financial investments

Extent and Intensity

2/2/0. 6 credit(s). Type of Completion: zk (examination).

Teacher(s)

Ing. Dagmar Vágnerová Linnertová, Ph.D. (lecturer)
Ing. Dagmar Vágnerová Linnertová, Ph.D. (seminar tutor)

Guaranteed by

Ing. Dagmar Vágnerová Linnertová, Ph.D.
Department of Finance – Faculty of Economics and Administration
Contact Person: Mgr. Jana Nesvadbová
Supplier department: Department of Finance – Faculty of Economics and Administration

Timetable

Wed 15:30–17:05 VT314

• Timetable of Seminar Groups:

MPF_AFII/01: Wed 17:10–18:45 VT314, D. Vágnerová Linnertová

Prerequisites (in Czech)

(! PFFINV Financial Investment ) && (! PFFINVA The Financial Investment ) && (! BPF_FIIN The Financial Investment ) && (! MPF_FIIN Financial Investment )

Course Enrolment Limitations

The course is only offered to the students of the study fields the course is directly associated with.

fields of study / plans the course is directly associated with

• Financial Management (Eng.) (programme ESF, N-HPS)

Course objectives

At the end of the course students should be able to:
- describe the advantages and drawbacks of financial products;
- define the current trends in investment;
- compare active and passive investment;
- characterize individual passive investment products;
- describe individual investment strategies;
- characterize investing in stocks, bonds, currencies, financial derivatives, real assets, collective investment and alternative investment;
- define the basics of the modern portfolio theory;
- summarize basic principles of diversification.

Syllabus

• 1. The Investment Environment;
• 2. How Securities are Trajd and mutual funds and other Investment Companies;
• 3. Learning about Return and Risk from the Historical Record;
• 4. Optimal Risky Portfolio and Index Models;
• 5. The CAPM, APT models;
• 6. The Efficient market Hypothesis;
• 7. Bonds;
• 8. Security Analysis;
• 9. Options, futures and other Derivatives;
• 10. Futures Markets ;
• 11. Portfolio Management I;
• 12. Portfolio Management II;
• 13. Hedge Funds, the Theory of Active Portfolio Management.

Literature

required literature
• BODIE, Zvi, Alex KANE and Alan J. MARCUS. Investments. 6th ed. Boston: McGraw-Hill, 2005, xxx, 1090. ISBN 0072861789. info

recommended literature
• MISHKIN, Frederic S. and Stanley G. EAKINS. Financial markets and institutions. 6th ed. Boston: Pearson Prentice Hall, 2009, xxxix, 675. ISBN 9780321374219. info
• MISHKIN, Frederic S. The economics of money, banking and financial markets. 7th ed. Boston: Addison-Wesley, 2004, xxxix, 679. ISBN 0-321-12235-6. info

Teaching methods

lectures, seminars - practice of lecture issues

Assessment methods

The course is completed by a written exam.
Requirements for admission to the test:
- two in term tests.

If a student commits a prohibited act, such as using various forbidden tools (e.g. cheatsheets), cribbing, taking out any part of the test or any other form of cheating, the teacher is allowed to interrupt the test and to grade the student with F according to the seriousness of the offence. The described procedure applies to all the activities that are included in the final evaluation of the course (semester paper).

Language of instruction

English

Further comments (probably available only in Czech)

Study Materials
The course is taught annually.
Information on course enrolment limitations: Nezapisují si studenti, kteří absolvovali předmět PFFINV nebo PFFINVA nebo BPF_FIIN nebo MPF_FIIA nebo MPF_FIIN.

Listed among pre-requisites of other courses

• MPF_FIIN Financial Investment
  (!BPF_FIIN)&& (!MPF_AFII)&& !NOWANY(MPF_ACP1)  

• Enrolment Statistics (Autumn 2012, recent)
  
• Permalink: https://is.muni.cz/course/econ/autumn2012/MPF_AFII