Infopaket

International financial engineering

BK 3.5

Вибіркова дисципліна для ОП

First

2023/2024

7 Semester

4

To know and master the theoretical knowledge of: - conceptual framework that characterizes financial engineering as a practical component of the development of international finance - sources for obtaining information at all levels for decision-making when using a particular financial product - specific features of structured products (components, various forms of release, goals of investors) - principles of organization of the international market of structured products

Distance form

The discipline "International Financial Engineering" is based on and closely interacts with a series of disciplines of theoretical, professional and practical training, including "Introduction to International Economic Relations", "Economics", "Mathematics for Economists", "International Finance", "Fundamentals of International Microeconomics". "Fundamentals of International Macroeconomics", "International Statistics", "World Economy", etc. Possession of general information on international finance. Knowledge of English for more detailed mastery of the professional terminology.

Module 1. Financial engineering: scientific and practical aspects: 1. Introduction. Characteristics of financial engineering and its role in the development of international finance 1. Financial engineering as a practical component of international finance. 2. International financial engineering in the field of cash flow and forward transactions 3. Application of financial engineering in the market of interest rate derivatives 4. Innovations in financial engineering in the international world market 5. Market strategies of repo agreements in financial engineering 6. Option contracts in financial innovation Module 2. Innovative products of international financial engineering 7. Financial engineering of instruments with a fixed level of profit 8. Credit markets and structural products of financial engineering

1. Фаренюк Н.В. Пайовий капітал у структурі заставних активів міжнародних інституційних інвесторів// Сучасні тенденції міжнародного руху капіталу. Монографія./За ред. О.І.Рогача.-К.: «Центр учбової літератури», 2019.- 269с. -с. 234-253 2. Фаренюк Н.В. Farenjuk N.The Specifics of Yuan’s Internationalization In The Debt Financial Instruments Markets./Actual Problems of International Relations:/ Актуальні проблеми міжнародних відносин: Зб. наук. пр. Вип. 139 (2019). К.: Київ. Національний ун-т ім. Т. Шевченка. ІМВ, 2019. – С. –107–114. 3. Фаренюк Н.В. Особливості сучасного стану регулювання банківської діяльності на світових фінансових ринках / Актуальні проблеми міжнародних відносин: Зб. наук. пр. Вип. 124. Ч.I – К.: Київ. національний ун-т ім. Т. Шевченка. ІМВ, 2015. – С. –121–131.

Lecture, seminars, individual work, solving individual practical problems

Module control work (test), presentations at seminars, case studies, problems, discussion

Ukrainian