Course: Securities

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Course title Securities
Course code KUF/YCP
Organizational form of instruction Lecture + Lesson
Level of course Bachelor
Year of study not specified
Semester Winter
Number of ECTS credits 6
Language of instruction English
Status of course Compulsory-optional
Form of instruction Face-to-face
Work placements unspecified
Recommended optional programme components None
Course availability The course is available to visiting students
Lecturer(s)
  • Zeman Petr, Ing. Ph.D.
Course content
Lectures: 1. Typology of investment, risk, return on investment 2. Security, basic types of securities, securities legislation in the Czech Republic, emissions and registration of securities. 3. Money market, money market securities 4. Money market securities bill of exchange 5. Money market securities check 6. Capital market, capital market securities 7. Debt capital market securities, bonds 8. Analysis of bonds, bond price and yield 9. Risk bonds - duration, convexity, immunization, bond rating 10. Equity securities of the capital market, stocks 11. Analysis of the shares, the price and yield shares 12. Financial derivatives, basic characteristics and structure, forward, futures 13. Financial derivatives - options, swaps 14. Collective investment Seminars: 1. Basic classification of securities and pricing of securities 2. Financial arithmetic, simple and compound interest , future and current value 3. Securities of money market, yield basis and discount basis securities 4. Bonds - Bond pricing, bond yield measurement 5. Yield curve, yield curves types, spot and forward yield curve 6. Duration, convexity, immunization 7. Stock - stock pricing, first option right, stock split, share indices 8. Stock yield and yields measurement 9. Risk and risks measurement 10. Financial derivatives - basic classification 11. Financial derivatives - forwards 12. Financial derivatives - futures 13. Financial derivatives - options 14. Financial derivatives - swaps

Learning activities and teaching methods
Monologic (reading, lecture, briefing), E-learning
Learning outcomes
The aim of the course is to acquaint students with the basic typology of securities. Students will be gradually introduced to all kinds of securities, derivatives with selected financial market and legal regulation in the Czech Republic. The course also focuses on the analysis of yield, risk and valuation of financial instruments.
Student knows the typology of individual securities and financial derivatives. Students are familiar with the rights and obligations arising from financial instruments and are able to calculate the return, risk and intrinsic value of various financial instruments.
Prerequisites
-

Assessment methods and criteria
Test

Credit Requirements: Participation in exercises (75 %) Credit test (min. 70%) Registration in the e-learning course in Moodle (https://elearning.jcu.cz/course/index.php?categoryid=419)
Recommended literature
  • Hull. J. Options, futures, and other derivatives (10th ed.). Harlow, 2017.
  • Rose. P. S. Money and capital markets : financial institutions and instruments in a global marketplace. Boston, 2009.
  • Steiner. B. Mastering financial calculations : a step-by-step guide to the mathematics of financial market instruments (3rd ed.). Harlow, 2012.


Study plans that include the course
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester
Faculty: Faculty of Economics Study plan (Version): - (1) Category: Economy 2 Recommended year of study:2, Recommended semester: Winter