MPF_STPR Structured products

Faculty of Economics and Administration
Autumn 2011
Extent and Intensity
2/2/0. 6 credit(s). Type of Completion: zk (examination).
Teacher(s)
Ing. Peter Mokrička, Ph.D. (lecturer)
doc. Ing. Martin Svoboda, Ph.D. (lecturer)
Ing. Peter Mokrička, Ph.D. (seminar tutor)
Ing. Miroslava Šikulová (seminar tutor)
Guaranteed by
Ing. Peter Mokrička, Ph.D.
Department of Finance – Faculty of Economics and Administration
Contact Person: Ing. Peter Mokrička, Ph.D.
Timetable
Mon 12:50–14:30 P103
  • Timetable of Seminar Groups:
MPF_STPR/01: Tue 16:20–17:55 VT203, P. Mokrička
MPF_STPR/02: Tue 18:00–19:35 VT203, P. Mokrička
Prerequisites (in Czech)
! MPF_STPA 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 48 student(s).
Current registration and enrolment status: enrolled: 0/48, only registered: 0/48, only registered with preference (fields directly associated with the programme): 0/48
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
    required literature
  • SVOBODA, Martin and David ROZUMEK. Investiční certifikáty. Praha: Komise pro cenné papíry, 2005, 48 s. ISBN 8023953176. info
    recommended literature
  • SVOBODA, Martin. Jak ovládnout trhy : discount, bonus & co. Vyd. 1. Brno: CP Books, 2005, vi, 124. ISBN 8025107639. info
  • SVOBODA, Martin. Indexové investice. Vyd. 1. Brno: Dimension, 2001, 271 s. ISBN 8023876341. 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 check tests á 25 points (min 60% = 30 points, classification is included in the final grade of 50%), evaluation of seminar project - pass, written exam (max. 50 points, min 30 points). If a student frauds during the test, he may be granted classification F.
Language of instruction
Czech
Further Comments
Study Materials
The course is taught annually.
Listed among pre-requisites of other courses
The course is also listed under the following terms Autumn 2009, Autumn 2010, Autumn 2012, Autumn 2013, Autumn 2014, Autumn 2015, Autumn 2016, Autumn 2017, Autumn 2018, Autumn 2019, Autumn 2020.
  • Enrolment Statistics (Autumn 2011, recent)
  • Permalink: https://is.muni.cz/course/econ/autumn2011/MPF_STPR