- Corporate Finance
- Bonds
- Stocks
- Simulations
- Options
- Bonds
- Stocks
- Simulations
- Options
Ukončeno v akademickém roce 2021/2022
Applied Financial Models
| Type of study | Follow-up Master |
|---|---|
| Language of instruction | English |
| Code | 154-0700/01 |
| Abbreviation | AFM |
| Course title | Applied Financial Models |
| Credits | 4 |
| Coordinating department | Department of Finance |
| Course coordinator | prof. Dr. Ing. Zdeněk Zmeškal |
Osnova předmětu
Povinná literatura
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.
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.
Doporučená literatura
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.
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.