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Financial Models

Type of study Doctoral
Language of instruction Czech
Code 154-0902/03
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.

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.

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.


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