MPF_STPR Structured products

Faculty of Economics and Administration
Autumn 2020
Extent and Intensity
2/2/0. 6 credit(s). Type of Completion: zk (examination).
Teacher(s)
doc. Ing. Tomáš Plíhal, Ph.D. (lecturer)
doc. Ing. Tomáš Plíhal, Ph.D. (seminar tutor)
Ing. Mgr. Martin Stachoň, Ph.D. (assistant)
Guaranteed by
doc. Ing. Tomáš Plíhal, Ph.D.
Department of Finance – Faculty of Economics and Administration
Contact Person: Iva Havlíčková
Supplier department: Department of Finance – Faculty of Economics and Administration
Timetable
Thu 8:00–9:50 P106
  • Timetable of Seminar Groups:
MPF_STPR/01: Thu 10:00–11:50 VT105, T. Plíhal
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.
Learning outcomes
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. Options, options strategies, barrier options
  • 3. Capital protection products
  • 4. Participation products
  • 5. Yield enhancement products
  • 6. Leverage products
  • 7. Common special features of structured products
  • 8. Functionality options of structured products
  • 9. Foreign Exchange, Fixed Income, and Commodity Products
  • 10. Recent developments of structured products
  • 11. Revision and applications
  • 12. Revision and applications
Literature
    required literature
  • BLÜMKE, Andreas. How to invest in structured products : a guide for investors and investment advisors. Chichester: Wiley, 2009, xvi, 374. ISBN 9780470746790. info
  • SVOBODA, Martin, Zdeněk HUSTÁK and David ROZUMEK. Strukturované investiční nástroje a investiční certifikáty (Structured investment instruments and investment certificates). 1st ed. Brno: Martin Svoboda, 2012, 35 pp. ISBN 978-80-260-1132-3. info
    recommended literature
  • RIEGER, Marc Oliver. Optionen, Derivate und strukturierte Produkte : ein Praxisbuch. Stuttgart: Schäffer-Poeschel, 2009, 398 s. ISBN 9783791029207. info
  • SVOBODA, Martin and David ROZUMEK. Investiční certifikáty. Praha: Komise pro cenné papíry, 2005, 48 s. ISBN 8023953176. info
  • SVOBODA, Martin. Jak ovládnout trhy : discount, bonus & co. Vyd. 1. Brno: CP Books, 2005, vi, 124. ISBN 8025107639. info
Teaching methods
lectures and seminars
Assessment methods
Requirements for completion: the course is completed by an oral exam.
Conditions of admission to the examination: Total score of 60 points out of 100. Two written tests with 40 points per a test. Seminar activity, maximum 20 points.
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 2011, Autumn 2012, Autumn 2013, Autumn 2014, Autumn 2015, Autumn 2016, Autumn 2017, Autumn 2018, Autumn 2019.
  • Enrolment Statistics (recent)
  • Permalink: https://is.muni.cz/course/econ/autumn2020/MPF_STPR