Course objective is the acquisition of specific knowledge and skills characteristic of investing in securities. Upon completion of the learning process, students will be able to describe the characteristics of the main types of securities and the use of financial derivatives in order to protect themselves from risks, to define risk exposure measures and describe the principles of a modern portfolio theory, as well as to analyze complex trading strategies with options. The main course objective is that upon completion of the learning process, students acquire functional knowledge in the field of securities investment (Portfolio Theory) and the necessary skills for practical application of this knowledge on real data using the Excel software package.
After completing the course Securities Investment, students will be able to:
• independently find, download and analyze financial data on individual securities;
• perform risk diversification and create their own portfolio based on the given preferences of a potential investor;
• present complex trading strategies for financial derivatives and make their comparisons.
• Main securities and financial derivatives;
• Simple and complex yields;
• Securities risk measures;
• Modern portfolio theory;
• Risk protection by using financial derivatives;
• Evaluation of options;
• Complex trading strategies with options.
• Problem tasks;
• Simulation tasks in a computer lab;
Шошкић, Д. (2011). Финансијска тржишта и институције. Београд: Економски факултет Универзитета у Београду.
Шошкић, Д. (2010). Хартије од вредности - управљање портфолиом и инвестициони фондови. Београд: Економски факултет Универзитета у Београду.
Benninga, S. (2008). Financial modeling 3rd ed. UK: MIT.
Case study analysis, discussions, problem tasks, simulation in a computer lab.