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:
-
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 - 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)