Financial models

Type of study	Doctoral
Language of instruction	English
Code	154-9502/01
Abbreviation	FMa
Course title	Financial models
Credits	10
Coordinating department	Department of Finance
Course coordinator	prof. Dr. Ing. Zdeněk Zmeškal

Subject syllabus

1. Classification of stochastic processes
2. Risk measures and utility functions
3. Financial planning and sales prediction
4. Optimization in corporate finance
5. Interest rate models
6. Portfolio optimization of fixed income securities
7. Equity portfolio optimization
8. Option valuation methods
9. Statistical testing and verification in finance
10. Simulation and numerical techniques in finance
11. Uncertainty and fuzzy sets in finance
12. Artificial intelligence, neural networks, and biologically inspired algorithms in finance

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

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