N_FD Financial Derivatives

University of Finance and Administration
Winter 2024
Extent and Intensity
0/2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Petr Budinský, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Petr Budinský, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Dita Egertová
Timetable of Seminar Groups
N_FD/cFPH: each odd Tuesday 8:45–9:29 E309, each odd Tuesday 9:30–10:15 E309, each odd Tuesday 10:30–11:14 E309, each odd Tuesday 11:15–12:00 E309, P. Budinský
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of this course the student should be able to understand and explain financial derivatives as an important term money market instruments, both in terms of the   complex financial market instruments, and from the point of view of their   in   use hedging, trading and arbitragingu. Besides unconditional futures, attention is paid to financial options. Students will be able to explain and handle option pricing using the binomial model  , with Black-Scholes model and the model of parity.
Learning outcomes
i) Definition, dimension, application of FD ii) Probanility-Statistics Models of Evaluation iii) Total Equilibrium Models - Continuous iv) Total Equilibrium Models - Discrete v) Partial Equilibrium Models vi) Transfer from Continuous Hedging to Discrete Hedging vii) Some Types of Discrete Hedging
Syllabus
  • Lectures 1st Instruments underlying futures market and how to use them 2nd Financial options and their valuation 3rd Futures and appreciation 4th Statistical and probabilistic valuation basis FD 5th The design and programming of the option pricing 6th Applications of derivatives Exercise (detailed content - see methodological sheet for FD): 1st Practice the basics of empirical and mathematical statistics 2nd Practise the necessary fundamentals of mathematical economics 3rd Practice the basics of creating projects in the area of ​​valuation of   FD 4th Practice structure derivative exchanges in the world and the Prague Stock Exchange 5th Presentations created projects 6th granting credits
Literature
    required literature
  • Pavlát,V., Záškodný,P.: Od finančních derivátů k opčnímu hedgingu. 1. a 2.díl. Curriculum, Praha, 2012, 2016
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
    recommended literature
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods
Teaching takes the form lectures full-time study, group managed consultations in part-time study; compulsory seminar participation is 75% in full-time study, compulsory tutorial participation is 50% in part-time study. Students who fail to meet the mandatory level of participation may be given during the semester additional study obligations (to the extent that will demonstrate academic achievement and acquired competencies necessary for successful completion of course).
Assessment methods
Course completion: credit   Requirements for credit: Project survey in relation to the choice of foreign exchange derivative Selected algorithmic project valuation chosen type of financial derivative Defending both projects
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 12 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023.

N_FD Financial Derivatives

University of Finance and Administration
Winter 2023
Extent and Intensity
0/2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Petr Budinský, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Petr Budinský, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Dita Egertová
Timetable of Seminar Groups
N_FD/cFPH: each even Tuesday 8:45–9:29 S22, each even Tuesday 9:30–10:15 S22, each even Tuesday 10:30–11:14 S22, each even Tuesday 11:15–12:00 S22; and Tue 28. 11. 8:15–8:44 S22, Tue 12. 12. 8:15–8:44 S22, P. Budinský
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of this course the student should be able to understand and explain financial derivatives as an important term money market instruments, both in terms of the   complex financial market instruments, and from the point of view of their   in   use hedging, trading and arbitragingu. Besides unconditional futures, attention is paid to financial options. Students will be able to explain and handle option pricing using the binomial model  , with Black-Scholes model and the model of parity.
Learning outcomes
i) Definition, dimension, application of FD ii) Probanility-Statistics Models of Evaluation iii) Total Equilibrium Models - Continuous iv) Total Equilibrium Models - Discrete v) Partial Equilibrium Models vi) Transfer from Continuous Hedging to Discrete Hedging vii) Some Types of Discrete Hedging
Syllabus
  • Lectures 1st Instruments underlying futures market and how to use them 2nd Financial options and their valuation 3rd Futures and appreciation 4th Statistical and probabilistic valuation basis FD 5th The design and programming of the option pricing 6th Applications of derivatives Exercise (detailed content - see methodological sheet for FD): 1st Practice the basics of empirical and mathematical statistics 2nd Practise the necessary fundamentals of mathematical economics 3rd Practice the basics of creating projects in the area of ​​valuation of   FD 4th Practice structure derivative exchanges in the world and the Prague Stock Exchange 5th Presentations created projects 6th granting credits
Literature
    required literature
  • Pavlát,V., Záškodný,P.: Od finančních derivátů k opčnímu hedgingu. 1. a 2.díl. Curriculum, Praha, 2012, 2016
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
    recommended literature
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods
Teaching takes the form lectures full-time study, group managed consultations in part-time study; compulsory seminar participation is 75% in full-time study, compulsory tutorial participation is 50% in part-time study. Students who fail to meet the mandatory level of participation may be given during the semester additional study obligations (to the extent that will demonstrate academic achievement and acquired competencies necessary for successful completion of course).
Assessment methods
Course completion: credit   Requirements for credit: Project survey in relation to the choice of foreign exchange derivative Selected algorithmic project valuation chosen type of financial derivative Defending both projects
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 12 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Winter 2022
Extent and Intensity
0/2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Petr Budinský, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Petr Budinský, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Ivana Plačková
Timetable of Seminar Groups
N_FD/vFPH: Fri 11. 11. 17:30–19:00 S11, 19:15–20:45 S11, Sat 26. 11. 8:00–9:30 E304, 9:45–11:15 E304, Sat 10. 12. 14:00–15:30 E304, 15:45–17:15 E304, P. Budinský
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of this course the student should be able to understand and explain financial derivatives as an important term money market instruments, both in terms of the   complex financial market instruments, and from the point of view of their   in   use hedging, trading and arbitragingu. Besides unconditional futures, attention is paid to financial options. Students will be able to explain and handle option pricing using the binomial model  , with Black-Scholes model and the model of parity.
Learning outcomes
i) Definition, dimension, application of FD ii) Probanility-Statistics Models of Evaluation iii) Total Equilibrium Models - Continuous iv) Total Equilibrium Models - Discrete v) Partial Equilibrium Models vi) Transfer from Continuous Hedging to Discrete Hedging vii) Some Types of Discrete Hedging
Syllabus
  • Lectures 1st Instruments underlying futures market and how to use them 2nd Financial options and their valuation 3rd Futures and appreciation 4th Statistical and probabilistic valuation basis FD 5th The design and programming of the option pricing 6th Applications of derivatives Exercise (detailed content - see methodological sheet for FD): 1st Practice the basics of empirical and mathematical statistics 2nd Practise the necessary fundamentals of mathematical economics 3rd Practice the basics of creating projects in the area of ​​valuation of   FD 4th Practice structure derivative exchanges in the world and the Prague Stock Exchange 5th Presentations created projects 6th granting credits
Literature
    required literature
  • Pavlát,V., Záškodný,P.: Od finančních derivátů k opčnímu hedgingu. 1. a 2.díl. Curriculum, Praha, 2012, 2016
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
    recommended literature
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods
Teaching takes the form lectures full-time study, group managed consultations in part-time study; compulsory seminar participation is 75% in full-time study, compulsory tutorial participation is 50% in part-time study. Students who fail to meet the mandatory level of participation may be given during the semester additional study obligations (to the extent that will demonstrate academic achievement and acquired competencies necessary for successful completion of course).
Assessment methods
Course completion: credit   Requirements for credit: Project survey in relation to the choice of foreign exchange derivative Selected algorithmic project valuation chosen type of financial derivative Defending both projects
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 12 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Winter 2021
Extent and Intensity
0/2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Petr Budinský, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Petr Budinský, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Timetable of Seminar Groups
N_FD/cFPH: Wed 12:15–12:59 S11, Wed 13:00–13:45 S11, except Wed 27. 10., except Wed 10. 11., except Wed 1. 12., except Wed 8. 12., except Wed 15. 12. ; and Thu 21. 10. 14:00–15:30 S22, Tue 9. 11. 10:30–12:00 S26, 12:15–13:45 S26, Thu 18. 11. 14:00–15:30 S26, Tue 23. 11. 10:30–12:00 S26, P. Budinský
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of this course the student should be able to understand and explain financial derivatives as an important term money market instruments, both in terms of the   complex financial market instruments, and from the point of view of their   in   use hedging, trading and arbitragingu. Besides unconditional futures, attention is paid to financial options. Students will be able to explain and handle option pricing using the binomial model  , with Black-Scholes model and the model of parity.
Learning outcomes
i) Definition, dimension, application of FD ii) Probanility-Statistics Models of Evaluation iii) Total Equilibrium Models - Continuous iv) Total Equilibrium Models - Discrete v) Partial Equilibrium Models vi) Transfer from Continuous Hedging to Discrete Hedging vii) Some Types of Discrete Hedging
Syllabus
  • Lectures 1st Instruments underlying futures market and how to use them 2nd Financial options and their valuation 3rd Futures and appreciation 4th Statistical and probabilistic valuation basis FD 5th The design and programming of the option pricing 6th Applications of derivatives Exercise (detailed content - see methodological sheet for FD): 1st Practice the basics of empirical and mathematical statistics 2nd Practise the necessary fundamentals of mathematical economics 3rd Practice the basics of creating projects in the area of ​​valuation of   FD 4th Practice structure derivative exchanges in the world and the Prague Stock Exchange 5th Presentations created projects 6th granting credits
Literature
    required literature
  • Pavlát,V., Záškodný,P.: Od finančních derivátů k opčnímu hedgingu. 1. a 2.díl. Curriculum, Praha, 2012, 2016
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
    recommended literature
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods
Teaching takes the form lectures full-time study, group managed consultations in part-time study; compulsory seminar participation is 75% in full-time study, compulsory tutorial participation is 50% in part-time study. Students who fail to meet the mandatory level of participation may be given during the semester additional study obligations (to the extent that will demonstrate academic achievement and acquired competencies necessary for successful completion of course).
Assessment methods
Course completion: credit   Requirements for credit: Project survey in relation to the choice of foreign exchange derivative Selected algorithmic project valuation chosen type of financial derivative Defending both projects
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 12 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Winter 2020
Extent and Intensity
0/2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Petr Budinský, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Petr Budinský, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Timetable of Seminar Groups
N_FD/cFPH: Tue 8:45–9:29 S34, Tue 9:30–10:15 S34, except Tue 27. 10., except Tue 3. 11., except Tue 10. 11., except Tue 24. 11., except Tue 1. 12. ; and Tue 10. 11. 8:45–10:15 E225, Thu 19. 11. 8:45–10:15 E222, Tue 24. 11. 8:45–10:15 E228, Thu 26. 11. 8:45–10:15 E222, Thu 3. 12. 8:45–10:15 E222, P. Budinský
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of this course the student should be able to understand and explain financial derivatives as an important term money market instruments, both in terms of the   complex financial market instruments, and from the point of view of their   in   use hedging, trading and arbitragingu. Besides unconditional futures, attention is paid to financial options. Students will be able to explain and handle option pricing using the binomial model  , with Black-Scholes model and the model of parity.
Learning outcomes
i) Definition, dimension, application of FD ii) Probanility-Statistics Models of Evaluation iii) Total Equilibrium Models - Continuous iv) Total Equilibrium Models - Discrete v) Partial Equilibrium Models vi) Transfer from Continuous Hedging to Discrete Hedging vii) Some Types of Discrete Hedging
Syllabus
  • Lectures 1st Instruments underlying futures market and how to use them 2nd Financial options and their valuation 3rd Futures and appreciation 4th Statistical and probabilistic valuation basis FD 5th The design and programming of the option pricing 6th Applications of derivatives Exercise (detailed content - see methodological sheet for FD): 1st Practice the basics of empirical and mathematical statistics 2nd Practise the necessary fundamentals of mathematical economics 3rd Practice the basics of creating projects in the area of ​​valuation of   FD 4th Practice structure derivative exchanges in the world and the Prague Stock Exchange 5th Presentations created projects 6th granting credits
Literature
    required literature
  • Pavlát,V., Záškodný,P.: Od finančních derivátů k opčnímu hedgingu. 1. a 2.díl. Curriculum, Praha, 2012, 2016
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
    recommended literature
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods
Teaching takes the form lectures full-time study, group managed consultations in part-time study; compulsory seminar participation is 75% in full-time study, compulsory tutorial participation is 50% in part-time study. Students who fail to meet the mandatory level of participation may be given during the semester additional study obligations (to the extent that will demonstrate academic achievement and acquired competencies necessary for successful completion of course).
Assessment methods
Course completion: credit   Requirements for credit: Project survey in relation to the choice of foreign exchange derivative Selected algorithmic project valuation chosen type of financial derivative Defending both projects
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 12 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Winter 2019
Extent and Intensity
0/2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Petr Budinský, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Petr Budinský, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Timetable of Seminar Groups
N_FD/cFPH: Tue 8:45–9:29 S34, Tue 9:30–10:15 S34, except Tue 12. 11., except Tue 10. 12. ; and Thu 28. 11. 12:15–13:45 S33, Fri 13. 12. 8:45–10:15 E225, P. Budinský
N_FD/vFPH: Fri 11. 10. 14:00–15:30 S13, 15:45–17:15 S13, Fri 6. 12. 17:30–19:00 S23, 19:15–20:45 S23, Sat 7. 12. 14:00–15:30 S13, 15:45–17:15 S13, P. Budinský
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of this course the student should be able to understand and explain financial derivatives as an important term money market instruments, both in terms of the   complex financial market instruments, and from the point of view of their   in   use hedging, trading and arbitragingu. Besides unconditional futures, attention is paid to financial options. Students will be able to explain and handle option pricing using the binomial model  , with Black-Scholes model and the model of parity.
Learning outcomes
i) Definition, dimension, application of FD ii) Probanility-Statistics Models of Evaluation iii) Total Equilibrium Models - Continuous iv) Total Equilibrium Models - Discrete v) Partial Equilibrium Models vi) Transfer from Continuous Hedging to Discrete Hedging vii) Some Types of Discrete Hedging
Syllabus
  • Lectures 1st Instruments underlying futures market and how to use them 2nd Financial options and their valuation 3rd Futures and appreciation 4th Statistical and probabilistic valuation basis FD 5th The design and programming of the option pricing 6th Applications of derivatives Exercise (detailed content - see methodological sheet for FD): 1st Practice the basics of empirical and mathematical statistics 2nd Practise the necessary fundamentals of mathematical economics 3rd Practice the basics of creating projects in the area of ​​valuation of   FD 4th Practice structure derivative exchanges in the world and the Prague Stock Exchange 5th Presentations created projects 6th granting credits
Literature
    required literature
  • Pavlát,V., Záškodný,P.: Od finančních derivátů k opčnímu hedgingu. 1. a 2.díl. Curriculum, Praha, 2012, 2016
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
    recommended literature
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods
Teaching takes the form lectures full-time study, group managed consultations in part-time study; compulsory seminar participation is 75% in full-time study, compulsory tutorial participation is 50% in part-time study. Students who fail to meet the mandatory level of participation may be given during the semester additional study obligations (to the extent that will demonstrate academic achievement and acquired competencies necessary for successful completion of course).
Assessment methods
Course completion: credit   Requirements for credit: Project survey in relation to the choice of foreign exchange derivative Selected algorithmic project valuation chosen type of financial derivative Defending both projects
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 12 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Winter 2018
Extent and Intensity
2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Přemysl Záškodný, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Přemysl Záškodný, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Timetable of Seminar Groups
N_FD/pFPH: each even Monday 14:00–14:44 S33, each even Monday 14:45–15:30 S33, each even Monday 15:45–16:29 S33, each even Monday 16:30–17:15 S33, except Mon 10. 12. ; and Mon 3. 12. 15:45–17:15 S26, 17:30–19:00 S26, P. Záškodný
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of this course the student should be able to understand and explain financial derivatives as an important term money market instruments, both in terms of the   complex financial market instruments, and from the point of view of their   in   use hedging, trading and arbitragingu. Besides unconditional futures, attention is paid to financial options. Students will be able to explain and handle option pricing using the binomial model  , with Black-Scholes model and the model of parity.
Learning outcomes
i) Definition, dimension, application of FD ii) Probanility-Statistics Models of Evaluation iii) Total Equilibrium Models - Continuous iv) Total Equilibrium Models - Discrete v) Partial Equilibrium Models vi) Transfer from Continuous Hedging to Discrete Hedging vii) Some Types of Discrete Hedging
Syllabus
  • Lectures 1st Instruments underlying futures market and how to use them 2nd Financial options and their valuation 3rd Futures and appreciation 4th Statistical and probabilistic valuation basis FD 5th The design and programming of the option pricing 6th Applications of derivatives Exercise (detailed content - see methodological sheet for FD): 1st Practice the basics of empirical and mathematical statistics 2nd Practise the necessary fundamentals of mathematical economics 3rd Practice the basics of creating projects in the area of ​​valuation of   FD 4th Practice structure derivative exchanges in the world and the Prague Stock Exchange 5th Presentations created projects 6th granting credits
Literature
    required literature
  • Pavlát,V., Záškodný,P.: Od finančních derivátů k opčnímu hedgingu. 1. a 2.díl. Curriculum, Praha, 2012, 2016
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
    recommended literature
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods
Teaching takes the form lectures full-time study, group managed consultations in part-time study; compulsory seminar participation is 75% in full-time study, compulsory tutorial participation is 50% in part-time study. Students who fail to meet the mandatory level of participation may be given during the semester additional study obligations (to the extent that will demonstrate academic achievement and acquired competencies necessary for successful completion of course).
Assessment methods
Course completion: credit   Requirements for credit: Project survey in relation to the choice of foreign exchange derivative Selected algorithmic project valuation chosen type of financial derivative Defending both projects
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 6 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Winter 2017
Extent and Intensity
2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Přemysl Záškodný, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Přemysl Záškodný, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Timetable of Seminar Groups
N_FD/pFPH: each even Monday 14:00–14:44 S22, each even Monday 14:45–15:30 S22, each even Monday 15:45–16:29 S22, each even Monday 16:30–17:15 S22, P. Záškodný
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of this course the student should be able to understand and explain financial derivatives as an important term money market instruments, both in terms of the   complex financial market instruments, and from the point of view of their   in   use hedging, trading and arbitragingu. Besides unconditional futures, attention is paid to financial options. Students will be able to explain and handle option pricing using the binomial model  , with Black-Scholes model and the model of parity.
Syllabus
  • Lectures 1st Instruments underlying futures market and how to use them 2nd Financial options and their valuation 3rd Futures and appreciation 4th Statistical and probabilistic valuation basis FD 5th The design and programming of the option pricing 6th Applications of derivatives Exercise (detailed content - see methodological sheet for FD): 1st Practice the basics of empirical and mathematical statistics 2nd Practise the necessary fundamentals of mathematical economics 3rd Practice the basics of creating projects in the area of ​​valuation of   FD 4th Practice structure derivative exchanges in the world and the Prague Stock Exchange 5th Presentations created projects 6th granting credits
Literature
    required literature
  • Pavlát,V., Záškodný,P.: Od finančních derivátů k opčnímu hedgingu. 1. a 2.díl. Curriculum, Praha, 2012, 2016
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
    recommended literature
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods
Teaching takes the form lectures full-time study, group managed consultations in part-time study; compulsory seminar participation is 75% in full-time study, compulsory tutorial participation is 50% in part-time study. Students who fail to meet the mandatory level of participation may be given during the semester additional study obligations (to the extent that will demonstrate academic achievement and acquired competencies necessary for successful completion of course).
Assessment methods
Course completion: credit   Requirements for credit: Project survey in relation to the choice of foreign exchange derivative Selected algorithmic project valuation chosen type of financial derivative Defending both projects
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 6 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Winter 2016
Extent and Intensity
2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Přemysl Záškodný, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Přemysl Záškodný, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Timetable of Seminar Groups
N_FD/pFPH: each even Monday 12:15–12:59 S11, each even Monday 13:00–13:45 S11, each even Monday 14:00–14:44 S11, each even Monday 14:45–15:30 S11, except Mon 31. 10. ; and Mon 7. 11. 12:15–13:45 S11, 14:00–15:30 S11, P. Záškodný
N_FD/vFPH: Fri 21. 10. 14:00–15:30 S14, Sat 19. 11. 14:00–15:30 S11, 15:45–17:15 S11, P. Záškodný
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of this course the student should be able to understand and explain financial derivatives as an important term money market instruments, both in terms of the   complex financial market instruments, and from the point of view of their   in   use hedging, trading and arbitragingu. Besides unconditional futures, attention is paid to financial options. Students will be able to explain and handle option pricing using the binomial model  , with Black-Scholes model and the model of parity.
Syllabus
  • Lectures 1st Instruments underlying futures market and how to use them 2nd Financial options and their valuation 3rd Futures and appreciation 4th Statistical and probabilistic valuation basis FD 5th The design and programming of the option pricing 6th Applications of derivatives Exercise (detailed content - see methodological sheet for FD): 1st Practice the basics of empirical and mathematical statistics 2nd Practise the necessary fundamentals of mathematical economics 3rd Practice the basics of creating projects in the area of ​​valuation of   FD 4th Practice structure derivative exchanges in the world and the Prague Stock Exchange 5th Presentations created projects 6th granting credits
Literature
    required literature
  • Pavlát,V., Záškodný,P.: Od finančních derivátů k opčnímu hedgingu. 1. a 2.díl. Curriculum, Praha, 2012, 2016
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
    recommended literature
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods
Teaching takes the form lectures full-time study, group managed consultations in part-time study; compulsory seminar participation is 75% in full-time study, compulsory tutorial participation is 50% in part-time study. Students who fail to meet the mandatory level of participation may be given during the semester additional study obligations (to the extent that will demonstrate academic achievement and acquired competencies necessary for successful completion of course).
Assessment methods
Course completion: credit   Requirements for credit: Project survey in relation to the choice of foreign exchange derivative Selected algorithmic project valuation chosen type of financial derivative Defending both projects
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 6 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Winter 2015
Extent and Intensity
2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Přemysl Záškodný, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Přemysl Záškodný, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Timetable of Seminar Groups
N_FD/pFPH: each even Monday 12:15–12:59 S13, each even Monday 13:00–13:45 S13, each even Monday 14:00–14:44 S13, each even Monday 14:45–15:30 S13, P. Záškodný
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of this course the student should be able to understand and explain financial derivatives as an important term money market instruments, both in terms of the   complex financial market instruments, and from the point of view of their   in   use hedging, trading and arbitragingu. Besides unconditional futures, attention is paid to financial options. Students will be able to explain and handle option pricing using the binomial model  , with Black-Scholes model and the model of parity.
Syllabus
  • Lectures 1st Instruments underlying futures market and how to use them 2nd Financial options and their valuation 3rd Futures and appreciation 4th Statistical and probabilistic valuation basis FD 5th The design and programming of the option pricing 6th Applications of derivatives Exercise (detailed content - see methodological sheet for FD): 1st Practice the basics of empirical and mathematical statistics 2nd Practise the necessary fundamentals of mathematical economics 3rd Practice the basics of creating projects in the area of ​​valuation of   FD 4th Practice structure derivative exchanges in the world and the Prague Stock Exchange 5th Presentations created projects 6th granting credits
Literature
    required literature
  • Záškodný,P.:Programový algoritmus oceňování opcí.DI, Ostrava 1997, texty přednášek (text1 až text9)
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods
Teaching takes the form lectures full-time study, group managed consultations in part-time study; compulsory seminar participation is 75% in full-time study, compulsory tutorial participation is 50% in part-time study. Students who fail to meet the mandatory level of participation may be given during the semester additional study obligations (to the extent that will demonstrate academic achievement and acquired competencies necessary for successful completion of course).
Assessment methods
Course completion: credit   Requirements for credit: Project survey in relation to the choice of foreign exchange derivative Selected algorithmic project valuation chosen type of financial derivative Defending both projects
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 6 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Winter 2014
Extent and Intensity
2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Přemysl Záškodný, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Přemysl Záškodný, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Timetable of Seminar Groups
N_FD/pFPH: each odd Monday 12:15–12:59 S11, each odd Monday 13:00–13:45 S11, each odd Monday 14:00–14:44 S11, each odd Monday 14:45–15:30 S11, P. Záškodný
N_FD/vFPH: Sat 4. 10. 9:45–11:15 S23, 11:30–13:00 S23, Sat 1. 11. 11:30–13:00 S23, P. Záškodný
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of this course the student should be able to understand and explain financial derivatives as an important term money market instruments, both in terms of the   complex financial market instruments, and from the point of view of their   in   use hedging, trading and arbitragingu. Besides unconditional futures, attention is paid to financial options. Students will be able to explain and handle option pricing using the binomial model  , with Black-Scholes model and the model of parity.
Syllabus
  • Lectures 1st Instruments underlying futures market and how to use them 2nd Financial options and their valuation 3rd Futures and appreciation 4th Statistical and probabilistic valuation basis FD 5th The design and programming of the option pricing 6th Applications of derivatives Exercise (detailed content - see methodological sheet for FD): 1st Practice the basics of empirical and mathematical statistics 2nd Practise the necessary fundamentals of mathematical economics 3rd Practice the basics of creating projects in the area of ​​valuation of   FD 4th Practice structure derivative exchanges in the world and the Prague Stock Exchange 5th Presentations created projects 6th granting credits
Literature
    required literature
  • Záškodný,P.:Programový algoritmus oceňování opcí.DI, Ostrava 1997, texty přednášek (text1 až text9)
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods
Teaching takes the form lectures full-time study, group managed consultations in part-time study; compulsory seminar participation is 75% in full-time study, compulsory tutorial participation is 50% in part-time study. Students who fail to meet the mandatory level of participation may be given during the semester additional study obligations (to the extent that will demonstrate academic achievement and acquired competencies necessary for successful completion of course).
Assessment methods
Course completion: credit   Requirements for credit: Project survey in relation to the choice of foreign exchange derivative Selected algorithmic project valuation chosen type of financial derivative Defending both projects
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 6 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Winter 2013
Extent and Intensity
2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Přemysl Záškodný, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Přemysl Záškodný, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Timetable of Seminar Groups
N_FD/pFPH: each even Monday 12:15–12:59 S14, each even Monday 13:00–13:45 S14, each even Monday 14:00–14:44 S14, each even Monday 14:45–15:30 S14, P. Záškodný
N_FD/vFPH: Sat 9. 11. 14:00–15:30 S11, Fri 6. 12. 15:30–17:00 S11, 17:15–18:45 S11, P. Záškodný
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of this course the student should be able to understand and explain financial derivatives as an important term money market instruments, both in terms of the   complex financial market instruments, and from the point of view of their   in   use hedging, trading and arbitragingu. Besides unconditional futures, attention is paid to financial options. Students will be able to explain and handle option pricing using the binomial model  , with Black-Scholes model and the model of parity.
Syllabus
  • Lectures 1st Instruments underlying futures market and how to use them 2nd Financial options and their valuation 3rd Futures and appreciation 4th Statistical and probabilistic valuation basis FD 5th The design and programming of the option pricing 6th Applications of derivatives Exercise (detailed content - see methodological sheet for FD): 1st Practice the basics of empirical and mathematical statistics 2nd Practise the necessary fundamentals of mathematical economics 3rd Practice the basics of creating projects in the area of ​​valuation of   FD 4th Practice structure derivative exchanges in the world and the Prague Stock Exchange 5th Presentations created projects 6th granting credits
Literature
    required literature
  • Záškodný,P.:Programový algoritmus oceňování opcí.DI, Ostrava 1997, texty přednášek (text1 až text9)
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods
Teaching takes the form lectures full-time study, group managed consultations in part-time study; compulsory seminar participation is 75% in full-time study, compulsory tutorial participation is 50% in part-time study. Students who fail to meet the mandatory level of participation may be given during the semester additional study obligations (to the extent that will demonstrate academic achievement and acquired competencies necessary for successful completion of course).
Assessment methods
Course completion: credit   Requirements for credit: Project survey in relation to the choice of foreign exchange derivative Selected algorithmic project valuation chosen type of financial derivative Defending both projects
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
General note: Bb0, pouze prezenční forma.
Information on the extent and intensity of the course: 6 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Summer 2013
Extent and Intensity
2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Přemysl Záškodný, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Přemysl Záškodný, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Course Enrolment Limitations
The course is offered to students of any study field.
Language of instruction
Czech
Further comments (probably available only in Czech)
Information on completion of the course: ISP
The course can also be completed outside the examination period.
General note: 0.
Information on the extent and intensity of the course: 6 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, summer 2012, Winter 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Winter 2012
Extent and Intensity
2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Přemysl Záškodný, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Přemysl Záškodný, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Timetable of Seminar Groups
N_FD/pFPH: each odd Monday 12:15–12:59 S11, each odd Monday 13:00–13:45 S11, each odd Monday 14:00–14:44 S11, each odd Monday 14:45–15:30 S11, P. Záškodný
N_FD/vFPH: Sat 13. 10. 9:45–11:15 S24, 11:30–13:00 S24, Fri 26. 10. 17:15–18:45 S24, P. Záškodný
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of this course the student should be able to understand and explain financial derivatives as an important term money market instruments, both in terms of the   complex financial market instruments, and from the point of view of their   in   use hedging, trading and arbitragingu. Besides unconditional futures, attention is paid to financial options. Students will be able to explain and handle option pricing using the binomial model  , with Black-Scholes model and the model of parity.
Syllabus
  • Lectures 1st Instruments underlying futures market and how to use them 2nd Financial options and their valuation 3rd Futures and appreciation 4th Statistical and probabilistic valuation basis FD 5th The design and programming of the option pricing 6th Applications of derivatives Exercise (detailed content - see methodological sheet for FD): 1st Practice the basics of empirical and mathematical statistics 2nd Practise the necessary fundamentals of mathematical economics 3rd Practice the basics of creating projects in the area of ​​valuation of   FD 4th Practice structure derivative exchanges in the world and the Prague Stock Exchange 5th Presentations created projects 6th granting credits
Literature
    required literature
  • Záškodný,P.:Programový algoritmus oceňování opcí.DI, Ostrava 1997, texty přednášek (text1 až text9)
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods
Teaching takes the form lectures full-time study, group managed consultations in part-time study; compulsory seminar participation is 75% in full-time study, compulsory tutorial participation is 50% in part-time study. Students who fail to meet the mandatory level of participation may be given during the semester additional study obligations (to the extent that will demonstrate academic achievement and acquired competencies necessary for successful completion of course).
Assessment methods
Course completion: credit   Requirements for credit: Project survey in relation to the choice of foreign exchange derivative Selected algorithmic project valuation chosen type of financial derivative Defending both projects
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
General note: Bb3.
Information on the extent and intensity of the course: 6 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, summer 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
summer 2012
Extent and Intensity
2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Přemysl Záškodný, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Přemysl Záškodný, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Timetable of Seminar Groups
N_FD/pFPH: each even Monday 12:15–12:59 S13, each even Monday 13:00–13:45 S13, each even Monday 14:00–14:44 S13, each even Monday 14:45–15:30 S13, P. Záškodný
N_FD/vFPH: Fri 16. 3. 13:45–15:15 S24, Sat 31. 3. 11:30–13:00 S24, 14:00–15:30 S24, P. Záškodný
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives (in Czech)
V rámci předmětu jsou zkoumány finanční deriváty jako významné termínové instrumenty finančního trhu, a to jak z hlediska komplexních instrumentů finančního trhu, tak z hlediska jejich základního využití v oblasti hedgingu, tradingu a arbitragingu. Vedle zkoumání nepodmíněných termínových obchodů je pozornost věnována finančním opcím. Oceňování opcí bude vycházet především z binomického modelu, Blackova-Scholesova modelu a modelu parity.
Syllabus (in Czech)
  • Přednášky (podrobný obsah - viz metodický list pro FD): 1. Instrumenty termínového trhu a základní možnosti jejich využití 2. Finanční opce a jejich oceňování 3. Futures a jejich oceňování 4. Statistický a pravděpodobnostní základ oceňování FD 5. Výpočtová a programová část oceňování opcí 6. Aplikace finančních derivátů Cvičení (podrobný obsah - viz metodický list pro FD): 1. Procvičení základů empirické a matematické statistiky 2. Procvičení potřebných základů matematické ekonomie 3. Procvičení základů tvorby projektů v oblasti oceňování FD 4. Procvičení struktury derivátových burz ve světě a pražské burzy cenných papírů 5. Prezentace vytvořených projektů 6. Udělení zápočtů
Literature
  • Záškodný,P.:Programový algoritmus oceňování opcí.DI, Ostrava 1997, texty přednášek (text1 až text9)
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods (in Czech)
Výuka probíhá formou / přednášek / cvičení / seminářů / v prezenční formě studia /a řízených skupinových konzultací v kombinované formě studia. Minimální povinná účast na cvičení / semináři v prezenční formě studia je 75%, na řízených skupinových konzultacích v kombinované formě studia 50%. Studentům, kteří nesplní povinný rozsah účasti, mohou být v průběhu semestru zadány dodatečné studijní povinnosti (v míře, která umožní prokázat studijní výsledky a získané kompetence nezbytné pro úspěšné zakončení předmětu).
Assessment methods (in Czech)
Zakončení předmětu: zápočet Požadavky k udělení zápočtů: Projekt statistického šetření ve vazbě na vybranou zahraniční derivátovou burzu Vybraný algoritmický projekt oceňování zvoleného typu finančního derivátu Obhájení obou projektů
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 6 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, Summer 2011, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Summer 2011
Extent and Intensity
2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Přemysl Záškodný, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Přemysl Záškodný, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Jana Rožnovská, DiS.
Timetable of Seminar Groups
N_FD/pFPH: each even Monday 12:15–12:59 S14, each even Monday 13:00–13:45 S14, each even Monday 14:00–14:44 S14, each even Monday 14:45–15:30 S14, P. Záškodný
N_FD/vFPH: Fri 18. 2. 13:45–15:15 S24, Sat 5. 3. 9:45–11:15 S24, 11:30–13:00 S24, P. Záškodný
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives (in Czech)
V rámci předmětu jsou zkoumány finanční deriváty jako významné termínové instrumenty finančního trhu, a to jak z hlediska komplexních instrumentů finančního trhu, tak z hlediska jejich základního využití v oblasti hedgingu, tradingu a arbitragingu. Vedle zkoumání nepodmíněných termínových obchodů je pozornost věnována finančním opcím. Oceňování opcí bude vycházet především z binomického modelu, Blackova-Scholesova modelu a modelu parity.
Syllabus (in Czech)
  • Přednášky (podrobný obsah - viz metodický list pro FD): 1. Instrumenty termínového trhu a základní možnosti jejich využití 2. Finanční opce a jejich oceňování 3. Futures a jejich oceňování 4. Statistický a pravděpodobnostní základ oceňování FD 5. Výpočtová a programová část oceňování opcí 6. Aplikace finančních derivátů Cvičení (podrobný obsah - viz metodický list pro FD): 1. Procvičení základů empirické a matematické statistiky 2. Procvičení potřebných základů matematické ekonomie 3. Procvičení základů tvorby projektů v oblasti oceňování FD 4. Procvičení struktury derivátových burz ve světě a pražské burzy cenných papírů 5. Prezentace vytvořených projektů 6. Udělení zápočtů
Literature
  • Záškodný,P.:Programový algoritmus oceňování opcí.DI, Ostrava 1997, texty přednášek (text1 až text9)
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Teaching methods (in Czech)
Výuka probíhá formou / přednášek / cvičení / seminářů / v prezenční formě studia /a řízených skupinových konzultací v kombinované formě studia. Minimální povinná účast na cvičení / semináři v prezenční formě studia je 75%, na řízených skupinových konzultacích v kombinované formě studia 50%. Studentům, kteří nesplní povinný rozsah účasti, mohou být v průběhu semestru zadány dodatečné studijní povinnosti (v míře, která umožní prokázat studijní výsledky a získané kompetence nezbytné pro úspěšné zakončení předmětu).
Assessment methods (in Czech)
Zakončení předmětu: zápočet Požadavky k udělení zápočtů: Projekt statistického šetření ve vazbě na vybranou zahraniční derivátovou burzu Vybraný algoritmický projekt oceňování zvoleného typu finančního derivátu Obhájení obou projektů
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 6 hodin/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2010, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Summer 2010
Extent and Intensity
1/1/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Přemysl Záškodný, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Přemysl Záškodný, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Ivana Plačková
Timetable of Seminar Groups
N_FD/cFPH: each even Monday 14:00–14:44 S11, each even Monday 14:45–15:30 S11, P. Záškodný
N_FD/pFPH: each even Monday 12:15–12:59 S11, each even Monday 13:00–13:45 S11, P. Záškodný
N_FD/vF2PH: Fri 19. 2. 15:30–17:00 S24, Fri 5. 3. 17:15–18:45 S24, Fri 19. 3. 17:15–18:45 S24, P. Záškodný
N_FD/vF3PH: Fri 19. 2. 17:15–18:45 S26, Sat 6. 3. 11:30–13:00 S26, Fri 19. 3. 15:30–17:00 S26, P. Záškodný
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives (in Czech)
V rámci předmětu jsou zkoumány finanční deriváty jako významné termínové instrumenty finančního trhu, a to jak z hlediska komplexních instrumentů finančního trhu, tak z hlediska jejich základního využití v oblasti hedgingu, tradingu a arbitragingu. Vedle zkoumání nepodmíněných termínových obchodů je pozornost věnována finančním opcím. Oceňování opcí bude vycházet především z binomického modelu, Blackova-Scholesova modelu a modelu parity.
Syllabus (in Czech)
  • Přednášky (podrobný obsah - viz metodický list pro FD): 1. Instrumenty termínového trhu a základní možnosti jejich využití 2. Finanční opce a jejich oceňování 3. Futures a jejich oceňování 4. Statistický a pravděpodobnostní základ oceňování FD 5. Výpočtová a programová část oceňování opcí 6. Aplikace finančních derivátů Cvičení (podrobný obsah - viz metodický list pro FD): 1. Procvičení základů empirické a matematické statistiky 2. Procvičení potřebných základů matematické ekonomie 3. Procvičení základů tvorby projektů v oblasti oceňování FD 4. Procvičení struktury derivátových burz ve světě a pražské burzy cenných papírů 5. Prezentace vytvořených projektů 6. Udělení zápočtů
Literature
  • Záškodný,P.:Programový algoritmus oceňování opcí.DI, Ostrava 1997, texty přednášek (text1 až text9)
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Assessment methods (in Czech)
Zakončení předmětu: zápočet Požadavky k udělení zápočtů: Projekt statistického šetření ve vazbě na vybranou zahraniční derivátovou burzu Vybraný algoritmický projekt oceňování zvoleného typu finančního derivátu Obhájení obou projektů
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 6hodin/semestr.
The course is also listed under the following terms Winter 2007, Summer 2009, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Summer 2009
Extent and Intensity
1/1. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Přemysl Záškodný, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Přemysl Záškodný, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Ivana Plačková
Timetable of Seminar Groups
N_FD/cFPH: each odd Monday 15:45–16:29 S34, each odd Monday 16:30–17:15 S34, P. Záškodný
N_FD/pFPH: each odd Monday 14:00–14:44 S34, each odd Monday 14:45–15:30 S34, P. Záškodný
N_FD/vFPH: Fri 6. 2. 17:15–18:45 S32, Fri 6. 3. 17:15–18:45 S32, Fri 20. 3. 17:15–18:45 S32, P. Záškodný
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives (in Czech)
V rámci předmětu jsou zkoumány finanční deriváty jako významné termínové instrumenty finančního trhu, a to jak z hlediska komplexních instrumentů finančního trhu, tak z hlediska jejich základního využití v oblasti hedgingu, tradingu a arbitragingu. Vedle zkoumání nepodmíněných termínových obchodů je pozornost věnována finančním opcím. Oceňování opcí bude vycházet především z binomického modelu, Blackova-Scholesova modelu a modelu parity.
Syllabus (in Czech)
  • Přednášky (podrobný obsah - viz metodický list pro FD): 1. Instrumenty termínového trhu a základní možnosti jejich využití 2. Finanční opce a jejich oceňování 3. Futures a jejich oceňování 4. Statistický a pravděpodobnostní základ oceňování FD 5. Výpočtová a programová část oceňování opcí 6. Aplikace finančních derivátů Cvičení (podrobný obsah - viz metodický list pro FD): 1. Procvičení základů empirické a matematické statistiky 2. Procvičení potřebných základů matematické ekonomie 3. Procvičení základů tvorby projektů v oblasti oceňování FD 4. Procvičení struktury derivátových burz ve světě a pražské burzy cenných papírů 5. Prezentace vytvořených projektů 6. Udělení zápočtů
Literature
  • Záškodný,P.:Programový algoritmus oceňování opcí.DI, Ostrava 1997, texty přednášek (text1 až text9)
  • Záškodný,P., Pavlát,V., Budík,J.: Finanční deriváty a jejich oceňování.VŠFS,Praha 2007
  • Pavlát,V. a kol.: Kapitálové trhy. Professional Publishing. Praha 2003
  • Sharpe,W.F., Alexander,G.J.: Investice. KB, Plzeň 1993
  • Budínský,P., Záškodný,P.: Finanční a investiční matematika. VŠFS, Praha 2004
  • Záškodný,P. a kol.: Základy ekonomické statistiky. VŠFS, Praha 2003
  • Dvořák,P.: Finanční deriváty. VŠE, Praha 1996 (a další vydání)
  • Pavlát,V.: Finanční opce. Magnet-Press, Praha 1994
Assessment methods (in Czech)
Zakončení předmětu: zápočet Požadavky k udělení zápočtů: Projekt statistického šetření ve vazbě na vybranou zahraniční derivátovou burzu Vybraný algoritmický projekt oceňování zvoleného typu finančního derivátu Obhájení obou projektů
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 6hodin/semestr.
The course is also listed under the following terms Winter 2007, Summer 2010, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

N_FD Financial Derivatives

University of Finance and Administration
Winter 2007
Extent and Intensity
0/0. 2 credit(s). Type of Completion: z (credit).
Teacher(s)
Ing. Václav Křivohlávek, CSc. (seminar tutor)
doc. RNDr. Přemysl Záškodný, CSc. (seminar tutor)
Guaranteed by
doc. RNDr. Petr Budinský, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Ludmila Černochová
Course Enrolment Limitations
The course is only offered to the students of the study fields the course is directly associated with.
fields of study / plans the course is directly associated with
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 8 hodin za semestr.
The course is also listed under the following terms Summer 2009, Summer 2010, Summer 2011, summer 2012, Winter 2012, Summer 2013, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.
  • Enrolment Statistics (recent)