| Course Unit Code | 154-0700/01 |
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| Number of ECTS Credits Allocated | 4 ECTS credits |
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| Type of Course Unit * | Choice-compulsory |
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| Level of Course Unit * | Second Cycle |
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| Year of Study * | Second Year |
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| Semester when the Course Unit is delivered | Winter Semester |
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| Mode of Delivery | Face-to-face |
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| Language of Instruction | English |
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| Prerequisites and Co-Requisites | Course succeeds to compulsory courses of previous semester |
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| Name of Lecturer(s) | Personal ID | Name |
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| ZME40 | prof. Dr. Ing. Zdeněk Zmeškal |
| TIC02 | prof. Ing. Tomáš Tichý, Ph.D. |
| Summary |
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Within this subject students works out selected applications of financial
decision-making issues. The students are educated in formulation, solving and
interpretation of practical problems from the finance and banking area using
simple and more complicated tools of mathematical modelling supported by
software, primarily excel.
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| Learning Outcomes of the Course Unit |
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| The course aims at improvement of students’ ability to formulate, solve and subsequently interpret and evaluate real financial and banking issues by means of both, basic and advance approaches of mathematical modeling by means of software tools, mainly on MS Excel basis. |
| Course Contents |
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- Corporate Finance
- Bonds
- Stocks
- Simulations
- Options |
| Recommended or Required Reading |
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| Required Reading: |
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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.
|
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.
|
| Recommended Reading: |
|---|
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. |
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. |
| Planned learning activities and teaching methods |
|---|
| Lectures, Tutorials |
| Assesment methods and criteria |
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| Task Title | Task Type | Maximum Number of Points
(Act. for Subtasks) | Minimum Number of Points for Task Passing |
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| Exercises evaluation and Examination | Credit and Examination | 100 (100) | 51 |
| Exercises evaluation | Credit | 35 (35) | 0 |
| Other task type | Other task type | 35 | 0 |
| Examination | Examination | 65 (65) | 0 |
| Written examination | Written examination | 30 | 0 |
| Oral | Oral examination | 35 | 0 |