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Investment Analysis - NMFM431

Title:	Analýza investic
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2022
Semester:	winter
E-Credits:	5
Hours per week, examination:	winter s.:2/2, C+Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	not taught
Language:	English, Czech
Teaching methods:	full-time
Teaching methods:	full-time

Guarantor:	doc. RNDr. Ing. Miloš Kopa, Ph.D.
Class:	M Mgr. FPM M Mgr. FPM > Povinně volitelné M Mgr. PMSE M Mgr. PMSE > Povinně volitelné
Classification:	Mathematics > Math. Econ. and Econometrics, Optimization
Incompatibility :	NMFP533
Interchangeability :	NMFP533
Is incompatible with:	NMFP533
Is interchangeable with:	NMFP533, NFAP035, NFAP044

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Annotation -

Last update: T_KPMS (13.05.2013)

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.

Aim of the course -

Last update: doc. RNDr. Ing. Miloš Kopa, Ph.D. (09.05.2019)

The objective is getting a cross-section information about investment analysis and about the

role of probability, statistics and optimization in this subject.

Course completion requirements -

Last update: doc. RNDr. Ing. Miloš Kopa, Ph.D. (07.11.2019)

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.

Literature -

Last update: doc. RNDr. Ing. Miloš Kopa, Ph.D. (24.10.2019)

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

Teaching methods -

Last update: T_KPMS (13.05.2013)

Lecture + exercises.

Requirements to the exam -

Last update: doc. RNDr. Ing. Miloš Kopa, Ph.D. (15.10.2019)

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.

Syllabus -

Last update: T_KPMS (13.05.2013)

Basic methods of investment projects evaluation, qualitative and quantitative characteristics, yields versus risk, portfolio investment.

Entry requirements -

Last update: doc. RNDr. Ing. Miloš Kopa, Ph.D. (15.10.2019)

Basic knowledge of Statistics, Optimization (linear and nonlinear programming) and Financial Mathematics.