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Financial Models

Anotace

Teaching and practicing students in formulation, solving and interpreting practical problems from the finance and banking area using simple and more complicated tools of mathematical modelling supported by software, primarily excel.

Povinná literatura

BENNINGA, Simon and Benjamin CZACZKES. Financial Modelling. 3rd ed. The MIT Press, 2008. p. 1168. ISBN 978-0262026284.
HULL, John C. Options, Futures and other Derivatives. 8th ed. Prentice Hall, 2011. p. 864. ISBN 978-0132777421 .
ZMEŠKAL, Zdeněk a kol. Finanční modely. 2. vyd. Praha: Ekopress, 2004. 236 s. ISBN 80-86119-87-4.

Doporučená literatura

BENNINGA, Simon. Principles of Finance with Excel. 2nd ed. Oxford University Press, 2010. p. 816. ISBN 978-0199755479.
FABOZZI, F. J., S. M. FOCARDI and P. N. KOLM. Financial Modeling of the Equity Market: From CAPM to Cointegration. Wiley, 2006. p. 651. ISBN 0-471-69900-4.
HULL, John C. Risk Management and Financial Institutions. Wiley, 2012. p. 672. ISBN 978-1118269039.


Language of instruction čeština, čeština
Code 154-0325
Abbreviation FM
Course title Financial Models
Coordinating department Department of Finance
Course coordinator prof. Dr. Ing. Zdeněk Zmeškal