Investment Analysis - NMFP533
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Last update: doc. RNDr. Martin Branda, Ph.D. (09.12.2020)
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Last update: RNDr. Jitka Zichová, Dr. (26.05.2022)
The objective is getting a cross-section information about investment analysis and about the role of probability, statistics and optimization in this subject.
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Last update: doc. RNDr. Ing. Miloš Kopa, Ph.D. (09.12.2020)
Luenberger, D. G.: Investment Science, Oxford University Press, 1998.
Dupačová J., Hurt J., Štěpán J.: Stochastic modeling in economics and finance, Kluwer, 2002.
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Last update: RNDr. Jitka Zichová, Dr. (26.05.2022)
Lecture + exercises. |
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Last update: doc. RNDr. Ing. Miloš Kopa, Ph.D. (09.12.2020)
Introduction to securities Bonds - pricing, duration, arbitrage portfolio Stocks - portfolio construction, risk modelling and measuring Derivatives and their pricing Put-call parity amd Black-Scholes formula Basic of fundamental analysis |