MPF_STPA Structured Products

Faculty of Economics and Administration
Autumn 2011
Extent and Intensity
2/2. 6 credit(s). Type of Completion: zk (examination).
Teacher(s)
Ing. Miroslava Šikulová (lecturer)
Ing. Miroslava Šikulová (seminar tutor)
Guaranteed by
Ing. Miroslava Šikulová
Department of Finance – Faculty of Economics and Administration
Contact Person: Ing. Miroslava Šikulová
Timetable
Mon 18:00–19:35 P201
  • Timetable of Seminar Groups:
MPF_STPA/01: Thu 18:00–19:35 VT203
Prerequisites (in Czech)
! MPF_STPR Structured products
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
The capacity limit for the course is 22 student(s).
Current registration and enrolment status: enrolled: 0/22, only registered: 0/22, only registered with preference (fields directly associated with the programme): 0/22
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. 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
  • RIEGER, Marc Oliver. Optionen, Derivate und strukturierte Produkte : ein Praxisbuch. Stuttgart: Schäffer-Poeschel, 2009, 398 s. ISBN 9783791029207. info
  • HULL, John. Options, futures & other derivatives. 5th ed. Upper Saddle River: Prentice Hall, 2003, xxi, 744. ISBN 0130090565. info
Teaching methods
lectures and seminars (mostly presentation of seminar projects at given issue and discussion to them), prizing of structured products in MS Excel
Assessment methods
2 written tests in seminar (total score is 25 points per test; student must get at least 30 points from both tests, these points constitute 50% of final grade); evaluation of seminar project – pass; written exam (total score is 50 points, student must get at least 30 points). If a student commits a fraud in the test, he/she may get the classification of F.
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 2012, Autumn 2013, Autumn 2014, Autumn 2015, Autumn 2016, Autumn 2017, Autumn 2018, Autumn 2019, Autumn 2020, Autumn 2021, Spring 2023, Spring 2024, Spring 2025.
  • Enrolment Statistics (Autumn 2011, recent)
  • Permalink: https://is.muni.cz/course/econ/autumn2011/MPF_STPA