154-0700 – Applied Financial Models (AFM)
| Garantující katedra | Katedra financí |
| Garant předmětu | prof. Dr. Ing. Zdeněk Zmeškal |
| Úroveň studia | pregraduální nebo graduální |
Cíle předmětu vyjádřené dosaženými dovednostmi a kompetencemi
The course aims at improvement of students’ ability to formulate, solve and subsequently interpret and evaluate real financial and banking issues by means of both, basic and advance approaches of mathematical modeling by means of software tools, mainly on MS Excel basis.
Vyučovací metody
Přednášky
Cvičení (v učebně)
Anotace
Within this subject students works out selected applications of financial
decision-making issues. The students are educated in formulation, solving and
interpretation of practical problems from the finance and banking area using
simple and more complicated tools of mathematical modelling supported by
software, primarily excel.
Povinná literatura:
BJÖRK, T. (2004): Arbitrage Theory in Continuous Time. Oxford University
Press, 2004.
HOLTON, G. A. (2003): Value-at-Risk: Theory and Practice. Academic Press,
2003.
HULL, J. C. (2002): Options, Futures, & other Derivatives. Prentice Hall.
2002.
ZMEŠKAL, Z. Financial models. VSB-TU Ostrava, 2005.
Doporučená literatura:
BJÖRK, T. (2004): Arbitrage Theory in Continuous Time. Oxford University
Press, 2004.
HOLTON, G. A. (2003): Value-at-Risk: Theory and Practice. Academic Press,
2003.
HULL, J. C. (2002): Options, Futures, & other Derivatives. Prentice Hall.
2002.
ZMEŠKAL, Z. Financial models. VSB-TU Ostrava, 2005.
Prerekvizity
Předmět nemá žádné prerekvizity.
Korekvizity
Předmět nemá žádné korekvizity.