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Магистратура 2019/2020

Мировые финансовые рынки

Статус: Курс по выбору (Финансовый инжиниринг)
Направление: 38.04.08. Финансы и кредит
Кто читает: Практико-ориентированные магистерские программы факультета экономических наук
Когда читается: 1-й курс, 4 модуль
Формат изучения: Full time
Прогр. обучения: Финансовый инжиниринг
Язык: английский
Кредиты: 3

Course Syllabus

Abstract

The course gives an opportunity to compare models of financial markets, to understand the mechanism of interaction of major players of world financial markets and pricing on world financial markets. The course will be read on English. It includes 12 hours of lectures and 20 hours of seminars. All necessary materials (slides, program, home tasks) will be published on LMS. Everything you will need for the class will be on there: announcements, lab material, homework, handouts, the course calendar etc.
Learning Objectives

Learning Objectives

  • Course World financial markets is devoted to prepare specialists in investment analysis. Students completing the course will be able to have an opinion on dynamics of world financial markets, understand the “architecture” of world financial system, estimate the level of correlation between various segments of world financial markets, and forecast the influence of events in world financial markets on Russian currency, debt and stock market.
Expected Learning Outcomes

Expected Learning Outcomes

  • Students will be familiar with main pricing theories and trading mechanism of main financial instruments of world financial markets, infrastructure of world financial markets, main world financial centers, world stock, commodities and derivatives exchanges and mechanism of functioning, features and regulation of world financial markets.
  • Student must have skills to find information and make an analysis of it from world financial markets, to forecast dynamics of financial markets and its influence on Russian financial markets, estimate the impact of events on financial markets and on economic development
Course Contents

Course Contents

  • The architecture of world financial markets. Models of financial markets. Infrastructure of world financial markets. Main players, exchanges, institutional investors. Trends in development of world financial markets.
  • Currency market. Main theories of pricing and mechanism of trading. Main players.
  • Interdependence of various segments of world financial markets.
  • Debt market. Pricing and trading. Main trends in development of debt market. The problem of state debt.
  • Stock markets. Main markets and pricing. International diversification and investment strategies.
  • Money markets. Main instruments and trading.
  • Comparative analysis of developed and developing markets.
  • Regulation of financial markets and its influence on dynamics of financial markets and economic development.
Assessment Elements

Assessment Elements

  • non-blocking homework
  • non-blocking essay
  • non-blocking exam test
Interim Assessment

Interim Assessment

  • Interim assessment (4 module)
    0.5 * exam test + 0.25 * essay + 0.25 * homework
Bibliography

Bibliography

Recommended Core Bibliography

  • Fabozzi, F. J. (2002). The Handbook of Financial Instruments. Hoboken, N.J.: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=81949
  • Фондовый рынок : учеб. пособие для вузов, Берзон Н. И., Аршавский А. Ю., 2009

Recommended Additional Bibliography

  • Mathematics for economics and finance : methods and modelling, Anthony M., Biggs N., 2012
  • Рынок ценных бумаг : учебник для вузов, Берзон Н. И., Касаткин Д. М., 2011