ESF:MKF_ACP2 Analysis of securities 2 - Course Information

MKF_ACP2 Analysis of securities 2

Extent and Intensity

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

Teacher(s)

doc. Ing. Martin Svoboda, Ph.D. (lecturer)
Ing. Boris Šturc, CSc. (lecturer)

Guaranteed by

Ing. Boris Šturc, CSc.
Department of Finance – Faculty of Economics and Administration
Contact Person: Iva Havlíčková
Supplier department: Department of Finance – Faculty of Economics and Administration

Timetable

Sat 5. 3. 12:50–16:15 P103, Sat 9. 4. 12:50–16:15 P103, Fri 13. 5. 12:50–16:15 P103

Prerequisites (in Czech)

( MKF_ACP1 The Security Analysis 1 )

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

• Finance (programme ESF, N-FU)

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

required literature
• 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

recommended literature
• 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
• 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

not specified
• ŠTURC, Boris. Oceňování obligací a obchodování obligacemi. 1. vyd. Brno: Masarykova univerzita, 2001, 51 s. ISBN 8021025085. info

Teaching methods

Lectures

Assessment methods

Test and exam "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.
Credit evaluation note: k=1.

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 (Spring 2016, recent)
  
• Permalink: https://is.muni.cz/course/econ/spring2016/MKF_ACP2