MPF_ACP2 Analysis of securities 2

Faculty of Economics and Administration
Spring 2013
Extent and Intensity
2/2/0. 6 credit(s). Type of Completion: zk (examination).
Teacher(s)
doc. Ing. Martin Svoboda, Ph.D. (lecturer)
Ing. Boris Šturc, CSc. (lecturer)
Ing. Luděk Benada, Ph.D. (seminar tutor)
Ing. Boris Šturc, CSc. (seminar tutor)
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
Thu 15:30–17:05 P101
  • Timetable of Seminar Groups:
MPF_ACP2/01: Thu 12:50–14:30 S309, B. Šturc
MPF_ACP2/02: Mon 14:35–16:15 S306, L. Benada
Prerequisites (in Czech)
( MPF_ACP1 The Security Analysis 1 || MPF_ASAN Security analysis )&&(! PFANDL Bond Analysis )
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
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
  • BLAKE, David. Analýza finančních trhů. 1. vyd. Praha: Grada, 1995, 623 pp. ISBN 8071692018. info
  • BREALEY, Richard A. and Stewart C. MYERS. Teorie a praxe firemních financí. Translated by Zdeněk Tůma - Milan Tůma. Praha: Victoria Publishing, 1992, 1 sv. (rů. ISBN 80-85605-24-4. 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
Teaching methods
Lectures and seminars
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.
General note: Nezapisují si studenti, kteří absolvovali předmět PFANDL.
Credit evaluation note: k=1.
The course is also listed under the following terms Spring 2010, Spring 2011, Spring 2012, Spring 2014, Spring 2015, Spring 2016, Spring 2017, Spring 2018, Spring 2019, Spring 2020, Spring 2021.
  • Enrolment Statistics (Spring 2013, recent)
  • Permalink: https://is.muni.cz/course/econ/spring2013/MPF_ACP2