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Quantitative Methods in Finance

Quantitative Methods in Finance
154-0501/01
angličtina

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.

Literature

CFA Institute. Quantitative Investment Analysis. 4th edition. Hoboken, New Jersey: Wiley, 2020. CFA Institute Investment Series. ISBN 978-1119743620.
LARCHER, Gerhard. The Art of Quantitative Finance Vol.1: Trading, Derivatives and Basic Concepts. 1st edition. Springer, 2023. ISBN 978-3031238727.
VAALER, Leslie J. F., Shinko K. HARPER and James W. DANIEL. Mathematical Interest Theory. 3rd edition. American Mathematical Society, 2021. ISBN 978-1470465681.

Advised literature

BEKES, Gabor and Gabor KEZDI. Data Analysis for Business, Economics, and Policy. Cambridge University Press, 2021. ISBN 978-1108716208 .
HALL III, Fred C. Valuing Businesses Using Regression Analysis: A Quantitative Approach to the Guideline Company Transaction Method. 1st edition. Wiley, 2021. ISBN 978-1119793427 .
PISHRO-NICK, Hossein. Introduction to Probability, Statistics, and Random Processes. Kappa Research, 2014. ISBN 978-0990637202 .


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Language of instruction angličtina
Code 154-0501
Abbreviation QMF
Course title Quantitative Methods in Finance
Coordinating department Department of Finance
Course coordinator Ing. Petr Gurný, Ph.D.