mpf_afii financial investments offuce hours: tue 13:00 – 14:00 (office 408) tue 12:30 – 13:30...
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MPF_AFII FINANCIAL INVESTMENTSOffuce hours:
Tue 13:00 – 14:00 (Office 408)
Tue 12:30 – 13:30 (Office 408) - Diploma and Bachelor Thesis
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Structure of the Course• Lectures:
1. Portfolio Theory and Practice – Risk, Return, and the Historical Records2. Portfolio Theory and Practice – Capital Allocation to Risk Assets3. Portfolio Theory and Practice – Optimal Risky Portfolio4. Equilibrium in Capital Markets – The Capital Asset Pricing Model5. Equilibrium in Capital Markets - Arbitrage Pricing Theory and Multifactor Models of Risk and Return6. Equilibrium in Capital Markets – The Efficient Market hypothesis and Behavioral Finance7. Options, Futures and Other Derivatives - Introduction8. Options, Futures and Other Derivatives – Option Markets and Option Valuation9. Options, Futures and Other Derivatives - Futures Markets and Futures, Swaps and Risk Management10. Applied Portfolio Management – Portfolio Performance Evaluation11. Applied Portfolio Management – International Diversification12. Applied Portfolio Management - Hedge Funds and The Theory of Active Portfolio Management13. Summary of Investments
• Seminars:1. Portfolio Theory and Practice – Risk, Return, and the Historical Records2. Portfolio Theory and Practice – Capital Allocation to Risk Assets3. Portfolio Theory and Practice – Optimal Risky Portfolio4. Test no 15. Equilibrium in Capital Markets – The Capital Asset Pricing Model6. Equilibrium in Capital Markets - Arbitrage Pricing Theory and Multifactor Models of Risk and Return7. Equilibrium in Capital Markets – The Efficient Market hypothesis and Behavioral Finance8. Test no 29. Options, Futures and Other Derivatives - Introduction10. Options, Futures and Other Derivatives – Option Markets and Option Valuation11. Options, Futures and Other Derivatives - Futures Markets and Futures, Swaps and Risk Management12. Test no 313. Final seminar
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Introduction• Tests
• 21/10 – 20 ponits• 25/11 - 20 ponits• 9/12 - 20 ponits
• https://is.muni.cz/auth/predmety/sylaby_plneni?kod=MPF_AFII;fakulta=1456;obdobi=6363
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References• BODIE, Z.;A. KANE;A.J. MARCUS. Investments. 6th ed.
Boston: McGraw-Hill, 2005. xxx, 1090. ISBN 0-07-286178-9.• required literature
• MISHKIN, F.S.;S.G. EAKINS. Financial markets and institutions. 6th ed. Boston: Pearson Prentice Hall, 2009. xxxix, 675. ISBN 978-0-321-37421-9.• recommended literature
• MISHKIN, F.S. The economics of money, banking and financial markets. 7th ed. Boston: Addison-Wesley, 2004. xxxix, 679. ISBN 0-321-12235-6.• recommended literature
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Evaluation of the Course• 3 tests (20 points per test) – 60 points (50 percent is
reflected in the final grade)• Presentation 10 points• Final exam 60 ponits
• A 92 – 100 %, B 84 – 91 %, C 76 – 83 %, D 68 – 75 %, E 60 – 67 %, F less than 60 %