Subjects

Your browser does not support JavaScript, or its support is disabled. Some features may not be available.

Investment Analysis - NFAP035

Title:	Analýza investic
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2018
Semester:	summer
E-Credits:	3
Hours per week, examination:	summer s.:2/0, 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. doc. RNDr. Ing. Miloš Kopa, Ph.D.
Classification:	Mathematics > Math. Econ. and Econometrics, Optimization
Co-requisite :	{NEKN012 nebo NMAN007}
Interchangeability :	NMFM431
Is co-requisite for:	NFAP044
Is incompatible with:	NFAP005

Opinion survey results Examination dates Schedule Noticeboard

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 financial mathematics and statistics.

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.

Syllabus -

Last update: T_KPMS (18.04.2003)

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