JEM036 - Financial Markets Instruments II

Credit: 6
Status: Bankovnictví a podnikové finance - mandatory
CSF - elective
EEI and EP - elective
English
ET - elective
F,FM and B - mandatory
Masters - all
MEF - elective
Semester - summer
Course supervisors: prof. Ing. Oldřich Dědek CSc.
Course homepage: JEM036
Literature: Basic recommended textbooks:
Handouts: 03 Fixed Income Securities, 04 Swaps Contracts
Blake D.: Financial Market Analysis, McGraw-Hill, 1990. (The Czech translation and the the second edition is available)
Hull J.: Options, Futures, and Other Derivative Securities, Prentice-Hall International, 1993.
Description: The course Financial Markets Instruments II is the continuation of the winter course Financial Markets Instruments I. Its objective is to provide basic and medium-level knowledge about theoretical background and practical functioning of selected segments of financial markets, namely the fixed-income securities (bonds, repos, mortgages), swaps and credit derivatives. The stress is laid primarily on understanding the role of these instruments in managing financial risks and in speculative, hedging and arbitrage trading strategies.

Partners

Deloitte
Česká Spořitelna

Sponsors

CRIF
McKinsey
Patria Finance
EY