SubjectsSubjects(version: 845)
Course, academic year 2018/2019
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Investment Analysis - NMFM431
Title in English: Analýza investic
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2018 to 2018
Semester: winter
E-Credits: 5
Hours per week, examination: winter s.:2/2 C+Ex [hours/week]
Capacity: unlimited
Min. number of students: unlimited
State of the course: taught
Language: English
Teaching methods: full-time
Guarantor: Sebastiano Vitali, 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
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: Sebastiano Vitali, Ph.D. (12.10.2017)

To get the credit for the exercise the students are required to present a project. 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 - Czech
Last update: T_KPMS (13.05.2013)

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: Sebastiano Vitali, Ph.D. (12.10.2017)

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 two parts: written and oral. The final grade depends on results of both parts. If the student fails the written part, then cannot proceeds with the oral part. If student fails one of the two parts, he/she is required to repeat both parts.

Syllabus -
Last update: T_KPMS (13.05.2013)

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

 
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