Course syllabus DTF - Theory of Finance (FBE - 2018/2019 - post-graduate studies)

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Course code: DTF
Course title in language of instruction: Teorie financí pro DSP
Course title in Czech: Theory of Finance
Course title in English: Theory of Finance
Mode of completion and number of credits: Exam (0 credits), Commissional exam (0 credits)
(1 ECTS credit = 28 hours of workload)
Mode of delivery/Timetabled classes: full-time, 0/0 (hours of lectures per week / hours of seminars per week)
part-time, 0/0 (lectures per period / seminars per period)
Language of instruction: Czech
Level of course: doctor
Semester: 2018/2019
Name of lecturer: doc. Ing. Petr David, Ph.D. (examiner, lecturer)
doc. Ing. Svatopluk Kapounek, Ph.D. (examiner, lecturer, supervisor, tutor)
doc. Ing. Vlasta Kašparovská, Ph.D. (examiner)
prof. Ing. Lubor Lacina, Ph.D. (examiner)
prof. Ing. Danuše Nerudová, Ph.D. (examiner)
prof. Ing. Jan Široký, CSc. (examiner, lecturer)
Prerequisites: none
Aims of the course:
The objective of the course is deepning the knowledge about all aspects of theory of finance.
Course contents:
1.Financial Market and Financial Investments Theory (allowance 0/0)
a.Financial market and its important role in the market economy
b.Types of financial transactions
c.Financial institutions and instruments
d.Importance of the interest rates and its role on the financial market. Theory of interest rates
e.Theory of the financial investments, basic factors of investment strategy
f.Securities definition and systematization. Characteristics of various types of securities
g.Operations with financial instruments - from issuer and investor point of view
h.Importance of security exchanges in the market economy, its types and and internal structure
i.Fundamental, technical and psychological analysis
j.Spot market trading, basic types of investment strategy
k.Importance and types of collective investments in the Czech Republic and worldwide
l.Portfolio theory, CAPM, APT
m.Financial derivatives and structured products operations
n.The future trends and development of the global financial market, globalization

2.Mezinárodní finance/ International Finance (allowance 0/0)
a.Theory of the foreign currency exchange rate determination
b.Metody odhadu budoucího vývoje devizového kurzu. Foreign exchange forecasting methods
c.Foreign exchange exposure and risk, entrepreneurial risk, country risk
d.Market risk quantification instruments
e.Administration and hedging of the company's foreign exchange risk. Forex risk management model
f.Portfolio and direct investments
g.International investments decision making methods

Learning outcomes and competences:
-- item not defined --
Type of course unit: optional
Year of study: Not applicable - the subject could be chosen at anytime during the course of the programme.
Work placement: There is no compulsory work placement in the course unit.
Recommended study modules: -
Learning activities and study load (hours of study load):
Type of teaching methodDaily attendanceCombined form
Direct teaching
     consultation16 h16 h
Total16 h16 h
Assessment methods:
oral exam, reccomended literature and consultations
Recommended reading:
TypeAuthorTitlePublished inPublisherYearISBN
RQDUFFIE, D.Dynamic asset pricing theory0-691-09022-X
RQFAMA, E.The Behavior of Stock-Market Prices. In: The Journal of Business: Vol. 38, No. 1. (Jan., 1965), pp. 34-105
RQBAKER, H K. -- NOFSINGER, J R.Behavioral finance: investors, corporations, and markets978-0-470-49911-5
RQSCHILLER, R.From Efficient Markets Theory to Behavioral Finance in The Journal of Economic Perspectives, Vol.17. NO.1 (Winter, 2003), 83 - 104
RQBRUCE, B R.Handbook of behavioral financeCheltenham [u.a.Edwar Elgar2010978-0-85793-091-0
RQGUERARD, J.Handbook of portfolio construction contemporary applications of Markowitz techniquesNew York New York: Springer2010978-0-387-7-7439-8
RQKUBÁTOVÁ, K.Daňová teorie a politikaWolters Kluwer2018978-80-7598-165-3
RQŠIROKÝ, J.Daně v Evropské uniiPrahaLeges2018978-80-7502-274-5
RQAUERBACH, A. -- FELDSTEIN, M.Handbook of Public Economics. Vol I.AmsterdamNorth-Holland2007978-0-444-87612-6
RQTheory and practice of excise taxation: smoking, drinking, gambling, polluting, and drivingOxfordOxford University Press20050-19-927859-8
RQEuropean tax handbook 2016978-90-8722-365-6


Last modification made by Ing. Jiří Gruber on 01/07/2019.

Type of output: