ESF:MKF_STPR Structured products - Course Information

MKF_STPR Structured products

Extent and Intensity

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

Teacher(s)

Ing. Peter Mokrička, Ph.D. (lecturer)
doc. Ing. Martin Svoboda, Ph.D. (lecturer)

Guaranteed by

Ing. Peter Mokrička, Ph.D.
Department of Finance – Faculty of Economics and Administration
Contact Person: Ing. Peter Mokrička, Ph.D.
Supplier department: Department of Finance – Faculty of Economics and Administration

Timetable

Fri 14. 10. 16:20–19:35 P304, Sat 10. 12. 12:50–19:35 P304

Course Enrolment Limitations

The course is also offered to the students of the fields other than those the course is directly associated with.

fields of study / plans the course is directly associated with

• Finance (programme ESF, N-FU)

Course objectives

The subject Structured products is devoted to modern financial instruments. Introduces the history, reasons for establishment, structure and possibilities of the use of structured products in practice. At the end of this course the student will be able: to orientate oneself in the system of structured products, to understand the principles of functioning of these products and determination their prices; to use structured products for investment in practice.

Syllabus

• 1. Introduction to structured products
• 2. Basic parameters of structured products
• 3. The classification and systematization of structured products
• 4. Index certificates and basket certificates
• 5. Sprint and outperformance certificates
• 6. Guaranteed certificates
• 7. Discount certificates and airbag certificates
• 8. Bonus certificates
• 9. Express certificates and twin-win certificates
• 10. Equity Bonds
• 11. Warrants
• 12. Knock-out certificates
• 13. Current trends, structured products in the Czech Republic, the EU and the world

Literature

required literature
• SVOBODA, Martin, Zdeněk HUSTÁK and David ROZUMEK. Strukturované investiční nástroje a investiční certifikáty (Structured investment instruments and investment certificates). 1st ed. Brno: Martin Svoboda, 2012, 35 pp. ISBN 978-80-260-1132-3. info
• SVOBODA, Martin and David ROZUMEK. Investiční certifikáty. Praha: Komise pro cenné papíry, 2005, 48 s. ISBN 8023953176. info

recommended literature
• BLÜMKE, Andreas. How to invest in structured products : a guide for investors and investment advisors. Chichester: Wiley, 2009, xvi, 374. ISBN 9780470746790. info
• RIEGER, Marc Oliver. Optionen, Derivate und strukturierte Produkte : ein Praxisbuch. Stuttgart: Schäffer-Poeschel, 2009, 398 s. ISBN 9783791029207. info
• SVOBODA, Martin. Jak ovládnout trhy : discount, bonus & co. Vyd. 1. Brno: CP Books, 2005, vi, 124. ISBN 8025107639. info
• SVOBODA, Martin. Indexové investice. Vyd. 1. Brno: Dimension, 2001, 271 s. ISBN 8023876341. info

Teaching methods

tutorial

Assessment methods

Conditions for incoming to exam: 2 written practical examples granted as accepted. Written exam (max. 50 points, min. 30 points). Any copying, recording or leaking tests, use of unauthorized tools, aids and communication devices, or other disruptions of objectivity of exams (credit tests) will be considered non-compliance with the conditions for course completion as well as a severe violation of the study rules. Consequently, the teacher will finish the exam (credit test) by awarding grade "F" in the Information System, and the Dean will initiate disciplinary proceedings that may result in study termination.

Language of instruction

Czech

Further comments (probably available only in Czech)

Study Materials
The course is taught annually.
Information on the extent and intensity of the course: 12.

Information about innovation of course.

This course has been innovated under the project "Inovace studia ekonomických disciplín v souladu s požadavky znalostní ekonomiky (CZ.1.07/2.2.00/28.0227)" which is cofinanced by the European Social Fond and the national budget of the Czech Republic.

• Enrolment Statistics (Autumn 2016, recent)
  
• Permalink: https://is.muni.cz/course/econ/autumn2016/MKF_STPR