The objective is to master the problems solving and interpretation from the area of finance and banking with aid of instruments of mathematical modelling. The subject if focused on financial planning, contemporary theory of portfolio, models of managing portfolio, optimisation of bond portfolio and portfolio of assets and liabilities in the banking institutions, application of tools for technical analyses, models of valuation of capital assets, models of valuation of options, hedging strategies, application of the method Value at Risk.
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.