Sep 28, 2020   4:29 a.m. Václav
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Course syllabus B-ZFI - Finance Basics (FEEIT - SS 2019/2020)


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University:
Slovak University of Technology in Bratislava
Faculty:
Course unit code: B-ZFI
Course unit title:
Finance Basics
Mode of delivery, planned learning activities and teaching methods:
lecture2 hours weekly (on-site method)
seminar
2 hours weekly (on-site method)

 
Credits allocated: 5
 
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Level of study:
1.
Prerequisites for registration: none
 
Assesment methods:
The total score of the course is 100 points. During the semester, students can earn 30 points for three homework assignments. At least 14 points out of 30 points for homework are required. The student can also obtain 70 points for the final written exam. The final grade corresponds to the scale published in the FEI study program.
 
Learning outcomes of the course unit:
To gain basic knowledge of finance, interest calculus and derivatives pricing.
 
Course contents:
1.Introduction to Finance. Introduction to Corporate Finance.
2.Interest Calculus. Simple, compound and continuous interest.
3.Bonds. Zero-coupon bonds and coupon bonds.
4.Arbitrage.
5.Stocks. Risk, return and liquidity.
6.Portfolio Theory.
7.CAPM model and factors models.
8.Financial Derivatives. Derivatives pricing.
9.Options. Put option, call option. Put-call parity.
10.Forwards.
11.American options.
12.Options strategies.
 
Recommended or required reading:
Basic:
BAXTER, M. -- RENNIE, A. Financial Calculus: An Introduction to Derivative Pricing. Cambridge : Cambridge University Press, 2011. 233 p. ISBN 978-0-521-55289-9.
HULL, J C. Options, Futures, and Other Derivatives. Essex : Pearson Education Limited, 2012. 847 p. ISBN 978-0-273-75907-2.

Recommended:
Komorník, J.: Základy finančného manažmentu-skriptá, UK Bratislava, 2004
Luenberger, D.: Investment Science, Oxford University Press, 1997
Ross, S., Westerfield, R., Jaffe, J.: Corporate Finance, Mcgraw-Hill College, 2002

 
Language of instruction: -- item not defined --
 
Notes:
 
Courses evaluation:
Assessed students in total: 205

A
BCDE
FX
20,0 %17,6 %15,6 %20,5 %26,3 %
0 %
Name of lecturer(s): doc. RNDr. Ľubomír Marko, PhD. (lecturer, person responsible for course) - slovak, english
Mgr. Michal Zákopčan, PhD. (examiner, instructor, lecturer)
 
Last modification:
6. 2. 2020
Supervisor:
doc. RNDr. Ľubomír Marko, PhD. and programme supervisor


Last modification made by Bc. Petr Kolářík on 02/06/2020.

Type of output: