VSFS:N_FD Financial Derivatives - Course Information
N_FD Financial Derivatives
University of Finance and AdministrationWinter 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.
- Enrolment Statistics (recent)
- Permalink: https://is.vsfs.cz/course/vsfs/winter2024/N_FD