Banking and Theory of Finance

General data

Course ID:	2400-SU2TS41
Erasmus code / ISCED:	14.3 Kod klasyfikacyjny przedmiotu składa się z trzech do pięciu cyfr, przy czym trzy pierwsze oznaczają klasyfikację dziedziny wg. Listy kodów dziedzin obowiązującej w programie Socrates/Erasmus, czwarta (dotąd na ogół 0) – ewentualne uszczegółowienie informacji o dyscyplinie, piąta – stopień zaawansowania przedmiotu ustalony na podstawie roku studiów, dla którego przedmiot jest przeznaczony. / (0311) Economics The ISCED (International Standard Classification of Education) code has been designed by UNESCO.
Course title:	Banking and Theory of Finance
Name in Polish:	Banking and Theory of Finance
Organizational unit:	Faculty of Economic Sciences
Course groups:
ECTS credit allocation (and other scores):	(not available) Basic information on ECTS credits allocation principles: the annual hourly workload of the student’s work required to achieve the expected learning outcomes for a given stage is 1500-1800h, corresponding to 60 ECTS; the student’s weekly hourly workload is 45 h; 1 ECTS point corresponds to 25-30 hours of student work needed to achieve the assumed learning outcomes; weekly student workload necessary to achieve the assumed learning outcomes allows to obtain 1.5 ECTS; work required to pass the course, which has been assigned 3 ECTS, constitutes 10% of the semester student load. view allocation of credits
Language:	English
Type of course:	Master's seminars
Short description:	The main aim of this seminar is to present the latest important and interesting topics from banking and Theory of Finance (Derivatives Markets including partially). This is to provide student the path for choosing the theme of their master thesis they are interested in. The main idea is to consider their abilities and possible future career. Then they will address topics such as the central bank, commercial banking and banking transaction. Additionally, students will be introduced to the topic of capital markets through the description of the mechanics of stock exchange.
Full description:	Students will learn the basic concepts of banking, stock exchange, pricing of financial instruments, theory of portfolio, the pricing of stocks, bonds, managing the risk of bond portfolio and term structure of interest rates. The course begins with the reminder of basic concepts of theory of finance then focusing on others like Markowitz theory (finding the efficient set), compute the efficient set of portfolio, theories how assets are prices by the market (CAPM, APT), measuring portfolio performance. Stocks and bonds valuation, the term structure of interest rates and managing the risk of debt securities will be presented during seminar. Next, capital markets will be presented with special attention to stock exchange. Moreover, we will focus on pricing an stocks, the risk of assets portfolio, ETF, IPO and management of credit risk will be presented. The fundamental pricing models and the main motivation why market participants use them. We will discuss the latest headlines of macroeconomic, banking, monetary and financial markets.
Bibliography:	1. Peter S. Rose, 2001, Commercial Bank Management, IRWIN 2. Haugen R.A., 2007, Modern Investment Theory, Prentice Hall, New Jersey. 3. Hull J.C., 2008, Options, Futures and Other Derivative Securities, Prentice-Hall. 4. Rose P.S., 2000, Money and Capital Markets, Irwin McGraw-Hill.
Learning outcomes:	The final achievement will be preparation of highly marked master thesis dissertation.
Assessment methods and assessment criteria:	The assessment will be based on timely preparation of the master's thesis.

This course is not currently offered.

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