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Investment Analysis - NFAP005

Title:	Analýza investic
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2010
Semester:	summer
E-Credits:	6
Hours per week, examination:	summer s.:2/2, C+Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	cancelled
Language:	Czech
Teaching methods:	full-time
Teaching methods:	full-time

Guarantor:	prof. RNDr. Jitka Dupačová, DrSc.
Class:	Ekonometrie Finanční a pojistná matematika
Classification:	Mathematics > Math. Econ. and Econometrics, Optimization
Interchangeability :	{NFAP035 a NFAP044}
Incompatibility :	NFAP035

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Annotation -

Last update: T_KPMS (22.05.2008)

Basic methods of investment projects evaluation, qualitative and quantitative characteristics, yields versus risk, portfolio investment. Requierements: Knowledge of optimization techniques, basic knowledge of statistics and financial calculus.

Aim of the course -

Last update: G_M (05.06.2008)

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

role of probability, statistics and optimization in this subject.

Literature - Czech

Last update: T_KPMS (23.05.2006)

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: G_M (27.05.2008)

Lecture+exercises.

Syllabus -

Last update: T_KPMS (18.04.2003)

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