. . . "9"^^ . . "K ot\u00E1zk\u00E1m syst\u00E9mov\u00E9ho za\u0159azen\u00ED finan\u010Dn\u00EDch deriv\u00E1t\u016F -Forward Rate Agreement-"@cs . . . . . "Financial contracts of forward rate agreement are derived instruments of financial markets. Although these instruments are widespread and their usage is common, there are significant diferences in theories concerning their systematic classification. The contribution brings an analysis of the most significant charakteristics of forward rate agreements. Within this analysis, the author performs comparison of the characteristics with other types of finacial derivatives with the aim to find a suitable way of their systematic classification. Based on the outcomes, the author makes a conclusion that despite existing usances and terminology used in practise these derivatives may be theoretically considered as special type of sysnthetic derivatives, the construction of which is based on the combination of forward contract and a special construction of interest rate swap -fixed-to-floating-, which represents the underlying asset."@en . "RIV/62156489:_____/03:11800008!RIV/2004/MSM/430004/N" . "RIV/62156489:_____/03:11800008" . "Systemical classification of financial derivatives -Forward Rate Agreement-"@en . "K ot\u00E1zk\u00E1m syst\u00E9mov\u00E9ho za\u0159azen\u00ED finan\u010Dn\u00EDch deriv\u00E1t\u016F -Forward Rate Agreement-" . "117;125" . . "1211-8516" . "Finan\u010Dn\u00ED kontrakty typu forward rate agreement jsou odvozen\u00FDmi neboli derivovan\u00FDmi instrumenty finan\u010Dn\u00EDho trhu. P\u0159es skute\u010Dnost, \u017Ee se jedn\u00E1 o pom\u011Brn\u011B \u010Dasto pou\u017E\u00EDvan\u00FD druh finan\u010Dn\u00EDho deriv\u00E1tu, p\u0159esto existuj\u00ED v r\u00E1mci teoretick\u00E9 diskuse rozd\u00EDly v n\u00E1zorechna jeho syst\u00E9mov\u00E9 za\u0159azen\u00ED. P\u0159edlo\u017Een\u00FD p\u0159\u00EDsp\u011Bvek se zab\u00FDv\u00E1 anal\u00FDzou nejv\u00FDznamn\u011Bj\u0161\u00EDch vlastnost\u00ED kontrakt\u016F typu forward rate agreement, kter\u00E9 vz\u00E1jemn\u011B porovn\u00E1v\u00E1 s vlastnostmi ostatn\u00EDch druh\u016F finan\u010Dn\u00EDch deriv\u00E1t\u016F s c\u00EDlem nal\u00E9zt vhodn\u00FD zp\u016Fsob jejich syst\u00E9mov\u00E9ho za\u010Dlen\u011Bn\u00ED. Na z\u00E1klad\u011B z\u00EDskan\u00FDch poznatk\u016F je z\u00E1v\u011Brem vysloven n\u00E1zor, \u017Ee p\u0159es existuj\u00EDc\u00ED uzance a v praxi pou\u017E\u00EDvanou terminologii, je mo\u017Eno z teoretick\u00E9ho pohledu tento typ kontraktu z hlediska jejich vnit\u0159n\u00ED konstrukce pova\u017Eovat za zvl\u00E1\u0161tn\u00ED p\u0159\u00EDpad systetick\u00FDch deriv\u00E1t\u016F, jejich\u017E konstrukce spo\u010D\u00EDv\u00E1 v kombinaci forwardov\u00E9ho kontraktu a speci\u00E1ln\u00ED konstrukce \u00FArokov\u00E9ho swapu typu fixed to floating, kter\u00FD je jeho podkladov\u00FDm aktivem." . "financial derivatives; issue conditions; options; swaps; forwards; futures; stock indexes"@en . . . "611835" . "0"^^ . "1"^^ . "LI" . "0"^^ . . "1"^^ . "Rejnu\u0161, Old\u0159ich" . "2" . "Systemical classification of financial derivatives -Forward Rate Agreement-"@en . . "K ot\u00E1zk\u00E1m syst\u00E9mov\u00E9ho za\u0159azen\u00ED finan\u010Dn\u00EDch deriv\u00E1t\u016F -Forward Rate Agreement-"@cs . . "CZ - \u010Cesk\u00E1 republika" . . . . . "K ot\u00E1zk\u00E1m syst\u00E9mov\u00E9ho za\u0159azen\u00ED finan\u010Dn\u00EDch deriv\u00E1t\u016F -Forward Rate Agreement-" . "Z(MSM 431100007)" . "[29F3F0408C54]" . "ACTA UNIVERSITATIS AGRICULTURAE ET SILVICULTURAE MENDELIANAE BRUNENSIS" . .