SubjectsSubjects(version: 880)
Course, academic year 2020/2021
  
Financial Markets and Risk Management - AM501022
Title: Financial Markets and Risk Management
Guaranteed by: Department of Economics and Management (837)
Actual: from 2020
Semester: both
Points: 6
E-Credits: 6
Examination process:
Hours per week, examination: 2/2 C+Ex [hours/week]
Capacity: winter:unlimited / unlimited (unknown)
summer:unknown / unknown (unknown)
Min. number of students: unlimited
Language: English
Teaching methods: full-time
Level:  
For type: Master's (post-Bachelor)
Note: course can be enrolled in outside the study plan
enabled for web enrollment
you can enroll for the course in winter and in summer semester
Guarantor: Vlachý Jan doc. Ing. Ph.D.
This subject contains the following additional online materials
Literature
Last update: Vlachý Jan doc. Ing. Ph.D. (06.04.2020)

povinná literatura:

Pilbeam, K. Finance and Financial Markets. 3rd ed. New York: Palgrave Macmillan, 2010.

Steiner, B. Key Financial Market Concepts: The 100 Terms Every Finance Professional Needs to Know. 2nd ed. Harlow: Prentice Hall, 2011.

Myint, S., Famery, F. The Handbook of Corporate Financial Risk Management. London: Risk Books, 2012.

doporučená literatura:

Davidson, A. How the Global Financial Markets Really Work: The Definitive Guide to Understanding International Investment and Money Flows. London: Kogan Page, 2009.

Malz, A.M. Financial Risk Management: Models, History and Institutions. Hoboken: Wiley Finance, 2011.

Hull, J. Options, Futures and Other Derivatives. 8th ed. New Jersey: Prentice Hall, 2012.

Requirements to the exam - Czech
Last update: Vlachý Jan doc. Ing. Ph.D. (06.04.2020)

Z – seminární práce prezentovaná při cvičení

ZK – písemná zkouška

Syllabus
Last update: Vlachý Jan doc. Ing. Ph.D. (06.04.2020)

• Financial Markets, Introduction

• Financial Instruments and Financial Markets

• Trading and Settlement Conventions

• Financial Derivatives

• Commodity Markets

• Behavior of Markets and Measuring Market Risk

• Determinants of Market Value, Applications of Arbitrage

• Financial Risk Management, Introduction

• Financial Risk Analysis

• Hedging and Hedging Strategies

• Managing Nonlinear Risks

• Option Valuation

• Economic Capital and its Applications

• Conclusions and Follow-up

Course completion requirements
Last update: Vlachý Jan doc. Ing. Ph.D. (06.04.2020)

Z – seminární práce prezentovaná při cvičení

ZK – písemná zkouška

 
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