Financial asset management

Basic Information

E014 (2+0+1) - 4 ECTS credits

To illustrate basic principles of capital market and explain theoretical concepts of financial assets management and their applications.

 

You can access the course content at the following link: PDF

Teachers

  • Instructor: Ivan Augustin

Basic literature

  1. E. J. Elton, M. J. Gruber, S. J. Brown, W.N. Goetzmann, Modern Portfolio Theory and Investment Analysis, John Wiley & Sons, 2009.

Additional literature

  1. C. Alexander, Market Risk Analysis, Quantitative Methods in Finance, Vol. 1, John Wiley & Sons, 2008.
  2. J. Y. Campbell, A. W. Lo, A. C. MacKinlay, The Econometrics of Financial Markets, Princeton
    University Press, 1997.
  3. J. C. Hull, Options, Futures and other Derivatives, Pearson Education India, 2003.
  4. B. G. Malkiel, A Random Walk down Wall Street: The Time-tested Strategy for Successful Investing, W W
    Norton & Company, 2007.

Teaching materials

The materials are available on the internal Teams channel of the course, through which all internal communication takes place. Students are required to register on the course’s Teams channel. The channel code for joining the course can be found in the schedule.