154-0700/01 – 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 | 2 | Semester | winter |
| | Study language | English |
Year of introduction | 2005/2006 | Year of cancellation | 2021/2022 |
Intended for the faculties | EKF | Intended for study types | Follow-up Master |
Subject aims expressed by acquired skills and competences
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.
Teaching methods
Lectures
Tutorials
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.
ZMEŠKAL, Z. Financial models. VSB-TU Ostrava, 2005.
Recommended 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.
ZMEŠKAL, Z. Financial models. VSB-TU Ostrava, 2005.
Way of continuous check of knowledge in the course of semester
E-learning
Other requirements
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Prerequisities
Subject has no prerequisities.
Co-requisities
Subject has no co-requisities.
Subject syllabus:
- Corporate Finance
- Bonds
- Stocks
- Simulations
- Options
Conditions for subject completion
Occurrence in study plans
Occurrence in special blocks
Assessment of instruction
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