MKF_ACP2 Analysis of securities 2

Faculty of Economics and Administration
Spring 2011
Extent and Intensity
0/0. 6 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
Contact Person: Iva Havlíčková
Timetable
Sat 26. 2. 8:30–11:50 P201, Sun 13. 3. 8:30–11:50 P201, Sat 21. 5. 8:30–11:50 P201
Prerequisites (in Czech)
( MKF_ACP1 The Security Analysis 1 )&&(! KFANDL Bond Analysis )
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
Course objectives
Analysis of securities 2(MKF_ACP2) The course aims to explain to students the basic concepts and lead them to understand bonds as a security negotiable on capital markets. Students will be explained the duration and convexity of bonds, use of bonds. Examination: written and oral.
Syllabus
  • 1 Introduction to the issue, the importance of credit in the economy, the characteristics of loans, credits 2 Analysis credit eligibility of client - financial analysis 3 Analysis credit eligibility of client - financial analysis 4 Evaluation of return on a business plan 5 Security credit 6 The economic concept of bonds and their importance 7 Fundamentals of Bond Valuation Duration 8 bond and its importance Modified duration bond and the importance of dollar-denominated bond duration and its significance 9 Konvexita bond and its importance 10: government bonds and their importance in determining the risk-free interest rate 11 Particular forms of bonds and their valuation 12 Basic principles of trading in bonds 13 Evaluation and management of a portfolio of bonds
Literature
  • ŠTURC, Boris. Oceňování obligací a obchodování obligacemi. 1. vyd. Brno: Masarykova univerzita, 2001, 51 s. ISBN 8021025085. info
  • BREALEY, Richard A. and Stewart C. MYERS. Teorie a praxe firemních financí. Translated by Zdeněk Strnad - Vilém Jungmann - Tomáš Hlaváč. Vyd. 1. Praha: Computer Press, 2000, xix, 1064. ISBN 8072261894. info
  • BLAKE, David. Analýza finančních trhů. Translated by Aleš Hrnčíř - Petr Šedý - Pavel Šimůnek. Vyd. 1. Praha: Grada, 1995, 623 s. ISBN 8071692018. info
  • SHARPE, William F. and Gordon J. ALEXANDER. Investice. Translated by Zdeněk Šlehofr. 4. vyd. Praha: Victoria Publishing, 1994, 810 s. ISBN 80-85605-47-3. info
  • GRAHAM, Benjamin and David L. DODD. Security analysis : principles and technique. 2nd ed. New York: McGraw-Hill Book Company, 1940, xiii, 851. ISBN 007141228X. info
Language of instruction
Czech
Further comments (probably available only in Czech)
Study Materials
The course is taught annually.
General note: nezapisují si studenti, kteří absolvovali předmět KFANDL.
Credit evaluation note: k=1.
The course is also listed under the following terms Spring 2010, Spring 2012, Spring 2013, Spring 2014, Spring 2015, Spring 2016, Spring 2017, Spring 2018, Spring 2019, Spring 2020, Spring 2021.
  • Enrolment Statistics (Spring 2011, recent)
  • Permalink: https://is.muni.cz/course/econ/spring2011/MKF_ACP2