154-0501/01 – Quantitative Methods in Finance (QMF)
| Gurantor department | Department of Finance | Credits | 6 |
| Subject guarantor | Ing. Petr Gurný, Ph.D. | Subject version guarantor | Ing. Petr Gurný, Ph.D. |
| Study level | undergraduate or graduate | Requirement | Compulsory |
| Year | 1 | Semester | summer |
| | Study language | English |
| Year of introduction | 2024/2025 | Year of cancellation | |
| Intended for the faculties | EKF | Intended for study types | Bachelor |
Subject aims expressed by acquired skills and competences
The aim of the subject is to introduce students to basic quantitative methods in financial management.
Upon successful completion of the course, students will be able to:
- explain and demonstrate the use of time value of money;
- apply the discounted cash flow method in financial decision-making;
- analyze and adjust input financial data;
- understand basic statistical concepts of market returns;
- apply basic types of probability distributions of financial variables;
- explain the nature and apply basic regression analysis;
- apply basic differential and integral calculus in financial problems.
Teaching methods
Lectures
Individual consultations
Tutorials
Teaching by an expert (lecture or tutorial)
Summary
The aim of this course is to introduce students to basic quantitative methods in the field of financial management and decision-making. Students will understand the role of quantitative analyses in managerial and advisory tasks, including their assumptions and limitations. They will acquire basic knowledge in the areas of time value of money, appropriate adjustment of input financial data, statistical concepts of market returns, probability distributions, predictive models, and basic applications of differential and integral calculus in financial problems.
Compulsory literature:
Recommended literature:
Way of continuous check of knowledge in the course of semester
written credit test (case studies)
written exam
E-learning
Other requirements
There are no further requirements for the student.
Prerequisities
Subject has no prerequisities.
Co-requisities
Subject has no co-requisities.
Subject syllabus:
1. Time value of money
2. Infinite time series in finance
3. Discounted cash flow analysis
4. Analysis and adjustment of input data
5. Statistical concepts of market returns
6. Probability distributions of financial variables
7. Monte Carlo simulation
8. Hypothesis testing
9. Linear regression analysis
10. Differential and integral calculus in finance
11. Use of ordinary differential equations in financial problems
Conditions for subject completion
Occurrence in study plans
Occurrence in special blocks
Assessment of instruction
Předmět neobsahuje žádné hodnocení.