Course detail

Theory of Financial Markets

FIT-PFTDAcad. year: 2017/2018

Item has no anotation.

Language of instruction

Czech

Number of ECTS credits

0

Mode of study

Not applicable.

Guarantor

prof. Ing. Oldřich Rejnuš, CSc.

Department

Institute of Economics (ÚE)

Learning outcomes of the course unit

Item has no knowledges.

Prerequisites

There are no prerequisites

Co-requisites

Not applicable.

Planned learning activities and teaching methods

Not applicable.

Assesment methods and criteria linked to learning outcomes

Study evaluation is based on marks obtained for specified items. Minimimum number of marks to pass is 50.

Course curriculum

Not applicable.

Work placements

Not applicable.

Aims

Item has no goals.

Specification of controlled education, way of implementation and compensation for absences

There are no checked study.

Recommended optional programme components

Not applicable.

Prerequisites and corequisites

Not applicable.

Basic literature

  • REJNUŠ, O.: Finanční trhy, Key Publishing, Ostrava, 2008. ISBN 978-80-87071-87-8.
  • Cornuejols, G., Tutuncu, R.: Optimization Methods in Finance (Mathematics, Finance and Risk), Cambridge University Press, 2007, ISBN: 978-0521861700.
  • Kokot, S.: The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data, Springer, 2004, ISBN 978-3540208143.
  • Pachamanova, D., Fabozzi, F.J.: Simulation and Optimization in Finance, Wiley& Sons, 2010, ISBN 978-0470371893.
  • Aldridge, I.: High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems, Wiley & Sons,  2010, ISBN 978-0470563762. 
  • BLAHA, Z. S., JINDŘICHOVSKÁ, I.: Opce, swapy, futures - deriváty finančního trhu, 2. vydání, Praha, Management Press, 1997. ISBN 80-85943-29-8.
  • MISHKIN, F. S.: The Economics of Money, Banking and Financial Markets, Fifth Edition, Harper Collins Publishers, 1998. ISBN 0-321-01440-5.
  • DĚDIČ, J. a kol.: Právo cenných papírů a kapitálového trhu, Praha, Prospektum, 2000. ISBN 80-7175-084-0.
  • REVENDA, Z.: Centrální bankovnictví, 2. vydání, Praha, Management Press, 2001. ISBN 80-7261-051-1.
  • DVOŘÁK, P.: Finanční deriváty, Praha, Vysoká škola ekonomická v Praze, 1998. ISBN 80-7079-633-2.
  • ROSE, P. S.: Money and capital markets, Fourth edition, Boston, IRWIN, 1992. ISBN 0-256-08300-2.
  • DVOŘÁK, P.: Bankovnictví pro bankéře a klienty, 3. vydání, Praha, Linde, 2005, ISBN 80-7201-515-X.
  • SYNEK, M. a kol.. Manažerská ekonomika, 2. vydání, Praha, Grada Publishing, 2000, ISBN 80-247-9069-6.
  • GOBRY, P.: Burzovní indexy, Praha, HZ Praha, 1996, ISBN 80-901495-9-6.
  • VALACH, J.: Investiční rozhodování a dlouhodobé financování, Praha, Ekopress, 2001, ISBN 80-86119-38-6.
  • GIDDY, I. H.: Global Financial Markets, Lexington, D. C. Heath and Company, 1994, ISBN 0-669-24605-0.
  • HOLMAN, R.: Ekonomie, 3. vydání, Praha, Nakladatelství C. H. Beck, 2002, ISBN 80-7179-681-6.
  • JÍLEK, J.: Finanční a komoditní deriváty, Praha, Grada, 2002, ISBN 80-247-0342-4.

Recommended reading

Not applicable.

Classification of course in study plans

  • Programme VTI-DR-4 Doctoral

    branch DVI4 , any year of study, summer semester, elective

Type of course unit

 

Lecture

26 hours, optionally

Teacher / Lecturer

prof. Ing. Oldřich Rejnuš, CSc.

Fundamentals seminar

20 hours, optionally

Teacher / Lecturer

prof. Ing. Oldřich Rejnuš, CSc.