MPF_STPA Structured Products

Faculty of Economics and Administration
Autumn 2021
Extent and Intensity
2/2/0. 6 credit(s). Type of Completion: zk (examination).
Teacher(s)
doc. Ing. Tomáš Plíhal, Ph.D. (lecturer)
doc. Ing. Martin Svoboda, Ph.D. (lecturer)
Guaranteed by
doc. Ing. Martin Svoboda, Ph.D.
Department of Finance – Faculty of Economics and Administration
Contact Person: Iva Havlíčková
Supplier department: Department of Finance – Faculty of Economics and Administration
Timetable
Thu 8:00–9:50 P106, except Thu 16. 9., except Thu 30. 9., except Thu 4. 11.
  • Timetable of Seminar Groups:
MPF_STPA/01: Thu 10:00–11:50 P403, except Thu 16. 9., except Thu 4. 11., T. Plíhal
Prerequisites (in Czech)
! MPF_STPR Structured products && !NOWANY( MPF_STPR Structured products )
Course Enrolment Limitations
The course is only offered to the students of the study fields the course is directly associated with.

The capacity limit for the course is 35 student(s).
Current registration and enrolment status: enrolled: 0/35, only registered: 0/35
fields of study / plans the course is directly associated with
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.
Learning outcomes
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. Options, options strategies, barrier options
  • 3. Capital protection products
  • 4. Participation products
  • 5. Yield enhancement products
  • 6. Leverage products
  • 7. Common special features of structured products
  • 8. Functionality options of structured products
  • 9. Foreign Exchange, Fixed Income, and Commodity Products
  • 10. Recent developments of structured products
  • 11. Revision and applications
  • 12. Revision and applications
Literature
    required literature
  • BLÜMKE, Andreas. How to invest in structured products : a guide for investors and investment advisors. Chichester: Wiley, 2009, xvi, 374. ISBN 9780470746790. info
    recommended literature
  • HULL, John. Options, futures & other derivatives. 5th ed. Upper Saddle River: Prentice Hall, 2003, xxi, 744. ISBN 0130090565. info
  • RIEGER, Marc Oliver. Optionen, Derivate und strukturierte Produkte : ein Praxisbuch. Stuttgart: Schäffer-Poeschel, 2009, 398 s. ISBN 9783791029207. info
Teaching methods
lectures and seminars
Assessment methods
Conditions of admission to the examination: Total score of 60 points out of 100. Two written tests with 40 points per a test. Seminar activity, maximum 20 points.

Requirements for completion: the course is completed by an oral exam.
Language of instruction
English
Further comments (probably available only in Czech)
Study Materials
The course is taught annually.
General note: Předmět je přednášen v angličtině a je ekvivalentní s předmětem Strukturované produkty. Studenti si zapisují jen jeden z těchto předmětů.
Listed among pre-requisites of other courses
The course is also listed under the following terms Autumn 2010, Autumn 2011, Autumn 2012, Autumn 2013, Autumn 2014, Autumn 2015, Autumn 2016, Autumn 2017, Autumn 2018, Autumn 2019, Autumn 2020, Spring 2023, Spring 2024, Spring 2025.
  • Enrolment Statistics (Autumn 2021, recent)
  • Permalink: https://is.muni.cz/course/econ/autumn2021/MPF_STPA