154-0345/01 – Applied Financial Models (AFM)

Gurantor departmentDepartment of FinanceCredits4
Subject guarantorprof. Dr. Ing. Zdeněk ZmeškalSubject version guarantorprof. Dr. Ing. Zdeněk Zmeškal
Study levelundergraduate or graduateRequirementChoice-compulsory
Year4Semestersummer
Study languageCzech
Year of introduction2005/2006Year of cancellation2006/2007
Intended for the facultiesEKFIntended for study typesMaster
Instruction secured by
LoginNameTuitorTeacher giving lectures
TIC02 prof. Ing. Tomáš Tichý, Ph.D.
ZME40 prof. Dr. Ing. Zdeněk Zmeškal
Extent of instruction for forms of study
Form of studyWay of compl.Extent
Full-time Credit and Examination 1+1

Subject aims expressed by acquired skills and competences

Teaching methods

Summary

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.

Compulsory literature:

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. NEFTCI, S. N. (2000): An Introduction to the Mathematics of Financial Derivatives. Academic Press, 2000. NEFTCI, S. (2004): Principles of Financial Engineering. Academic Press, 2004. ZMEŠKAL, Z., DLUHOŠOVÁ, D., TICHÝ, T. (2004): Financial models, VŠB-TU Ostrava, 2004.

Recommended literature:

Way of continuous check of knowledge in the course of semester

E-learning

Další požadavky na studenta

Prerequisities

Subject has no prerequisities.

Co-requisities

Subject has no co-requisities.

Subject syllabus:

- Corporate Finance - Bonds - Stocks - Simulations - Options

Conditions for subject completion

Full-time form (validity from: 1960/1961 Summer semester)
Task nameType of taskMax. number of points
(act. for subtasks)
Min. number of points
Exercises evaluation and Examination Credit and Examination 100 (100) 51
        Exercises evaluation Credit 35 (35) 0
                Other task type Other task type 35  0
        Examination Examination 65 (65) 0
                Written examination Written examination 30  0
                Oral Oral examination 35  0
Mandatory attendence parzicipation:

Show history

Occurrence in study plans

Academic yearProgrammeField of studySpec.FormStudy language Tut. centreYearWSType of duty
2005/2006 (M6202) Economic Policy and Administration (6202T010) Finance P Czech Ostrava 4 Choice-compulsory study plan

Occurrence in special blocks

Block nameAcademic yearForm of studyStudy language YearWSType of blockBlock owner