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Course, academic year 2023/2024
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Financial Management - NMFM201
Title: Finanční management
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2018 to 2023
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: taught
Language: Czech
Teaching methods: full-time
Teaching methods: full-time
Guarantor: doc. RNDr. Jan Hurt, CSc.
Class: M Bc. FM
M Bc. FM > Povinné
M Bc. FM > 2. ročník
Classification: Mathematics > Financial and Insurance Math.
Co-requisite : NMFM202
Pre-requisite : NMFM104
Is pre-requisite for: NMFM308
Is interchangeable with: NFAP008
Annotation -
Required course for bachelor's program in Financial Mathematics. Comparison of the investment projects. Yield curves. Fixed income securities. Financial derivatives. Risk measures. Return, expected return, and risk of a portfolio. Optimal portfolio. Capital asset pricing model.
Last update: Zichová Jitka, RNDr., Dr. (10.05.2017)
Aim of the course -

To present basic concepts of financial management.

Last update: G_M (24.04.2012)
Course completion requirements -

Exam in written in accordance with the Syllabus.

Last update: Hurt Jan, doc. RNDr., CSc. (29.04.2020)
Literature - Czech

Dupačová, J., Hurt, J., Štěpán, J.: Stochastic Modeling in Economics and Finance. Kluwer Academic Publishers. Dordrecht 2002.

Cipra, T.: Finanční ekonometrie. Ekopress, Praha 2008.

Cipra, T.: Matematika cenných papírů. Kamil Mařík Professional Publishing. Praha 2013.

Hurt, J.: Yield curves with Mathematica 6.0. In: Wolfram Technology Conference 2007. http://library.wolfram.com/infocenter/Conferences/6956/ . Champaign (IL) 2007.

Hurt, J.: Risk measures in finance. In: 2008 International Mathematica User Conference. http://library.wolfram.com/infocenter/Conferences/7230/. Champaign (IL) 2008.

Hurt, J.: Risk measures in finance revisited. In: Wolfram Technology Conference 2010. http://library.wolfram.com/infocenter/Conferences/7861/ . Champaign (IL) 2010.

Luenberger, D.: Investment Science. Oxford University Press. New York 1998.

Hull, J. C.: Options, Futures, and Other Derivatives. Prentice Hall. Boston 2012.

Cipra, T.: Riziko ve financích a pojišťovnictví: Basel III a Solvency II. Ekopress. Praha 2015.

Blake, D.: Analýza finačních trhů. Grada Publishing, Praha, 1995.

Brigham E.F.: Fundamentals of Financial Management. The Dryden Press. Fort Worth, 1992.

Ingersoll, J. E., Jr.: Theory of Financial Decision Making. Rowman and Littlefield, Savage (MD), 1987.

Samuels, J. M., Wilkes, F. M., Braayshaw, R. E.: Management of Company Finance. 5th Edition. Chapman and Hall, London, 1990.

Sears R.S., Trennepohl G.L.: Investment Management. The Dryden Press. Fort Worth, 1993.

Sharpe W.F., Alexander G.J.: Investments. Prentice Hall, Englewood Cliffs (NJ), 1990.

Rose, P.S., Kolari, J.W., Fraser D.R.: Financial Institutions. 4th Edition. Irwin, Homewood, 1993.

Last update: Zichová Jitka, RNDr., Dr. (10.05.2017)
Teaching methods -

Lecture.

Last update: G_M (24.04.2012)
Requirements to the exam -

Exam in written covering examples and theoretical problems included in the Syllabus. In case of ambiguities oral explanation is required.

Last update: Hurt Jan, doc. RNDr., CSc. (24.05.2019)
Syllabus -

Comparison of the investment projects (present value profile, duration, convexity, internal rate of return, profitability index, payback method, valuation of the firm). Yield curves (term structure of the interest rates, construction of the yield curves, numerical and statistical methods). Valuation of the securities (price development modelling, stocks, bonds, options, forwards, futures). Return, expected return, and risk (optimal portfolio, risk measures, value at risk, conditional value at risk). Capital asset pricing model (CAPM).

Last update: Zichová Jitka, RNDr., Dr. (10.05.2017)
 
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