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Last update: T_KPMS (13.05.2013)
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Last update: doc. RNDr. Ing. Miloš Kopa, Ph.D. (09.05.2019)
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. (07.11.2019)
To get the credit for the exercise the students are required to present a project, to have sufficient attendance, to solve the homework and to pass the written test. The student chooses one topic out of a list of proposed arguments and prepare a presentation describing that topic. Such presentation will be shown as a talk during the lecture. There is only one attempt to get the credit for exercise. Getting the credit for exercise is necessary to start the exam. |
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Last update: doc. RNDr. Ing. Miloš Kopa, Ph.D. (24.10.2019)
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 |
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Last update: T_KPMS (13.05.2013)
Lecture + exercises. |
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Last update: doc. RNDr. Ing. Miloš Kopa, Ph.D. (15.10.2019)
The requirements for the exams follow the syllabus of the course and they are limited to presented topics at the lectures. The exam consists of oral part. |
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Last update: T_KPMS (13.05.2013)
Basic methods of investment projects evaluation, qualitative and quantitative characteristics, yields versus risk, portfolio investment. |
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Last update: doc. RNDr. Ing. Miloš Kopa, Ph.D. (15.10.2019)
Basic knowledge of Statistics, Optimization (linear and nonlinear programming) and Financial Mathematics. |