Infopaket

International financial engineering

ВК 2.2

Вибіркова дисципліна для ОП

Second

2023/2024

2 Semester

3

Know and master the theoretical knowledge of: conceptual and terminological apparatus that characterizes financial engineering as a practical component of international finance; the source base for obtaining information at all levels for decision-making when using a particular financial product; specific features of structured products (components, various forms of production, goals of investors); principles of organization of the international market of structured products; features of pricing of structured products; main factors of pricing of structured products; fundamental asset valuation theorem, proofs of basic arbitrage ratios and model formulas; features of structured products with capital protection; basic structured products with complex pay-out profiles; principles of functioning and design of products with the necessary function of payments; main characteristics of structured products, the price of which depends on several underlying assets.

Full-time form

The study of the discipline requires knowledge of general material on the development of international finance, international investment, global financial markets and knowledge of the basic level of English.

Module 1 "Financial engineering: scientific and practical aspects". Introduction. Characteristics of financial engineering and its role in the development of international finance. Financial engineering as a practical component of international finance. International financial engineering in the field of cash flow and forward transactions. Application of financial engineering in the market of interest rate derivatives. Financial engineering innovations in the international swap market. Modular test work 1. Market strategies of repurchase agreements in financial engineering. Option contracts in financial innovation. Module 2 "Innovative products of international financial engineering". Financial engineering of fixed income instruments. Credit markets and structural products of financial engineering. Modular test work 2. Final modular test work.

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.- 269 с. - с. 234-253. 2. 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, seminar, individual practical task.

Work on a seminar (max. – 32 points), Writing individual analytical studies (max. – 15 points), Writing an essay (max. – 12 points), Intermediate test module (max. – 5 points), Final test work, which involves solving problems (max. – 40 points).

Ukrainian