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Quantitative Methods in Finance

Type of study Bachelor
Language of instruction English
Code 154-0501/01
Abbreviation QMF
Course title Quantitative Methods in Finance
Credits 6
Coordinating department Department of Finance
Course coordinator Ing. Petr Gurný, Ph.D.

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

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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