Course detail
Theory of Financial Markets
FIT-PFTDAcad. year: 2019/2020
Not applicable.
Supervisor
Department
Learning outcomes of the course unit
Not applicable.
Prerequisites
Not applicable.
Co-requisites
Not applicable.
Recommended optional programme components
Not applicable.
Recommended or required reading
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.
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.
Language of instruction
Czech, English
Work placements
Not applicable.
Aims
Not applicable.
Classification of course in study plans
- Programme VTI-DR-4 Doctoral
branch DVI4 , any year of study, summer semester, 0 credits, optional
- Programme VTI-DR-4 Doctoral
branch DVI4 , any year of study, summer semester, 0 credits, optional
- Programme VTI-DR-4 Doctoral
branch DVI4 , any year of study, summer semester, 0 credits, optional
- Programme VTI-DR-4 Doctoral
branch DVI4 , any year of study, summer semester, 0 credits, optional
Type of course unit
eLearning
eLearning: currently opened course