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

Gurantor department	Department of Finance	Credits	4
Subject guarantor	prof. Dr. Ing. Zdeněk Zmeškal	Subject version guarantor	prof. Dr. Ing. Zdeněk Zmeškal
Study level	undergraduate or graduate	Requirement	Choice-compulsory
Year	4	Semester	summer
		Study language	Czech
Year of introduction	2005/2006	Year of cancellation	2006/2007
Intended for the faculties	EKF	Intended for study types	Master

Instruction secured by
Login	Name	Tuitor	Teacher giving lectures
TIC02	prof. Ing. Tomáš Tichý, Ph.D.
ZME40	prof. Dr. Ing. Zdeněk Zmeškal

Extent of instruction for forms of study
Form of study	Way 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

Other requirements

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 name	Type of task	Max. number of points (act. for subtasks)	Min. number of points	Max. počet pokusů
Exercises evaluation and Examination	Credit and Examination	100 (100)	51	3
Exercises evaluation	Credit	35 (35)	0	3
Other task type	Other task type	35	0	3
Examination	Examination	65 (65)	0	3
Written examination	Written examination	30	0	3
Oral	Oral examination	35	0	3

Mandatory attendence participation:

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Conditions for subject completion and attendance at the exercises within ISP:

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Occurrence in study plans

Academic year	Programme	Branch/spec.	Spec.	Zaměření	Form	Study language	Tut. centre	Year	W	S	Type of duty
2005/2006	(M6202) Economic Policy and Administration	(6202T010) Finance			P	Czech	Ostrava	4			Choice-compulsory	study plan

Occurrence in special blocks

Block name	Academic year	Form of study	Study language	Year	W	S	Type of block	Block owner

Assessment of instruction

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