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Basic methods of investment projects evaluation, qualitative
and quantitative characteristics, yields versus risk, portfolio
investment.
Requierements: Knowledge of optimization techniques,
basic financial mathematics and statistics.
Last update: T_KPMS (13.05.2013)
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The objective is getting a cross-section information about investment analysis and about the role of probability, statistics and optimization in this subject. Last update: Kopa Miloš, doc. RNDr. Ing., Ph.D. (09.05.2019)
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To get the credit for the exercise the students are required to present a project, to have sufficient attendance, to solve the homework and to pass the written test. The student chooses one topic out of a list of proposed arguments and prepare a presentation describing that topic. Such presentation will be shown as a talk during the lecture. There is only one attempt to get the credit for exercise. Getting the credit for exercise is necessary to start the exam. Last update: Kopa Miloš, doc. RNDr. Ing., Ph.D. (07.11.2019)
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Cipra T. : Finační matematika v praxi, HZ Praha 1993
Cipra T.: Matematika cenných papírů, HZ Praha 2000
Dupačová J., Hurt J., Štěpán J.: Stochastic modeling in economics and finance, Kluwer, 2002.
Bradley R.A., Myers S.C.: Teorie a praxe firemních financí, Viktoria Publishing, 1993 Last update: Kopa Miloš, doc. RNDr. Ing., Ph.D. (24.10.2019)
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Lecture + exercises. Last update: T_KPMS (13.05.2013)
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The requirements for the exams follow the syllabus of the course and they are limited to presented topics at the lectures. The exam consists of oral part. Last update: Kopa Miloš, doc. RNDr. Ing., Ph.D. (15.10.2019)
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Basic methods of investment projects evaluation, qualitative and quantitative characteristics, yields versus risk, portfolio investment. Last update: T_KPMS (13.05.2013)
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Basic knowledge of Statistics, Optimization (linear and nonlinear programming) and Financial Mathematics. Last update: Kopa Miloš, doc. RNDr. Ing., Ph.D. (15.10.2019)
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