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.
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.
Advised 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.