Economic and Financial Management
| Code | Completion | Credits | Range | Language |
|---|---|---|---|---|
| 32ME-P-EFNM-01 | KZ | 3 | 0P+2C | English |
- Relations:
- It is not possible to register for the course 32ME-P-EFNM-01 if the student is concurrently registered for or has already completed the course G63E3301 (mutually exclusive courses).
- During a review of study plans, the course G63E3301 can be substituted for the course 32ME-P-EFNM-01.
- Course guarantor:
- Jiří Zmatlík
- Lecturer:
- Jiří Zmatlík
- Tutor:
- Jiří Zmatlík
- Supervisor:
- Institute of Economic Studies
- Synopsis:
-
The course is organized in 2 seminars weekly, 3 credits.
Analyzing and solving models of optimal allocation of assets, management of risk, and Portfolio allocation
- Requirements:
-
Students will prepare seminar work for given topic. All requests should be put in the starting of semester.
- Syllabus of lectures:
- Syllabus of tutorials:
-
Content of seminars
• Numerical Models and their Comparison with Analytical Models
• Zero-Coupon Bond. Matrix Solution of the Zero-Coupon Bond problems
• Models of Risks management
• The Capital Asset Pricing Model. CAPM model
• Markowitz Theory of Portfolio
• Case Studies (Model Design, Solution and Discussion)
• Market Risk Management, Value at Risk
• Some Statistical and Economcetric Techniques
- Study Objective:
-
Study objectives:
By the end of the course, students will be able to design and interpret various types of models to support managerial
decision-making
Synopsis:
Analyzing and solving models of optimal allocation of assets, management of risk, and Portfolio allocation.
- Study materials:
-
Basic literature:
LE BELLAC, M., VIRICEL, A. (2017). Deep Dive Into Financial Models: Modeling Risk And Uncertainty. Word
Scientific Publishing Co.
Recommended literature:
KEYNES, J.M. (1936). The General Theory of Employment, Interest, and Money. Palgrave Macmillan.
LÜTKEPOHL, H. (2005). New Introduction to Multiple Time Series Analysis. Springer-Verlag Berlin Heidelberg.
MUN, J. (2006). Modeling Risk. Hoboken: John Wiley. ISBN 978-0-471-78900-0.
WILMOTT, P. (2006). On Quantitative Finance. 2nd Edition. John Wiley & Sons.
- Note:
- Time-table for winter semester 2024/2025:
-
06:00–08:0008:00–10:0010:00–12:0012:00–14:0014:00–16:0016:00–18:0018:00–20:0020:00–22:0022:00–24:00
Mon Tue Wed Thu Fri - Time-table for summer semester 2024/2025:
- Time-table is not available yet
- The course is a part of the following study plans:
-
- Process Management, prezenční - 22/23 (compulsory elective course)
- Financial management, AR 22/23, prezenční forma (compulsory course of the branch)
- Regional Studies, prezenční forma, AR 22/23 (compulsory elective course)
- Project management, prezenční forma, AR 2022/2023 (compulsory elective course)