Darmodaran, A.: Darmodaran on Valuation, Security Analysis for Investment and
Corporate Finance. J. Willey & Sons,1995.
Dluhošová, D. a kol.: New approaches and financial instruments in financial
decision-making, VŠB – TUO, 2004.
Elton, E. J., Gruber, M. J.: Modern Portfolio Theory and Investment Analysis.
John Wiley & Sons, Inc., 1991.
Zmeškal, Z. Financial Models. Ostrava: VŠB-TUO, 2004.
Terminated in academic year 2024/2025
Financial Models
| Type of study | Doctoral |
|---|---|
| Language of instruction | Czech |
| Code | 154-0902/02 |
| Abbreviation | FM |
| Course title | Financial Models |
| Credits | 10 |
| Coordinating department | Department of Finance |
| Course coordinator | prof. Dr. Ing. Zdeněk Zmeškal |
Subject syllabus
- financial planning,
- portfolio theory,
- managing and optimization of the assets portfolio,
- technical analysis application,
- capital assets pricing model,
- options valuation,
- hedging strategis application,
- Value at Risk methodology,
- simulation of the random evolution of the financial variables,
- forecasting of the parameters of financial assets.
- portfolio theory,
- managing and optimization of the assets portfolio,
- technical analysis application,
- capital assets pricing model,
- options valuation,
- hedging strategis application,
- Value at Risk methodology,
- simulation of the random evolution of the financial variables,
- forecasting of the parameters of financial assets.
Literature
Advised literature
Darmodaran, A.: Darmodaran on Valuation, Security Analysis for Investment and
Corporate Finance. J. Willey & Sons,1995.
Dluhošová, D. a kol.: New approaches and financial instruments in financial
decision-making, VŠB – TUO, 2004.
Elton, E. J., Gruber, M. J.: Modern Portfolio Theory and Investment Analysis.
John Wiley & Sons, Inc., 1991.
Zmeškal, Z. Financial Models. Ostrava: VŠB-TUO, 2004.
Corporate Finance. J. Willey & Sons,1995.
Dluhošová, D. a kol.: New approaches and financial instruments in financial
decision-making, VŠB – TUO, 2004.
Elton, E. J., Gruber, M. J.: Modern Portfolio Theory and Investment Analysis.
John Wiley & Sons, Inc., 1991.
Zmeškal, Z. Financial Models. Ostrava: VŠB-TUO, 2004.