D_KMFA Quantitative Methods of Financial Analysis

University of Finance and Administration
Winter 2016
Extent and Intensity
1/1. 10 credit(s). Type of Completion: DZk (doctoral examination).
Guaranteed by
doc. Ing. Diana Bílková, Dr.
Department of Computer Science and Mathematics – Departments – University of Finance and Administration
Contact Person: Ing. Barbora Ptáčková
Prerequisites
Mathematical knowledge within the higher education mathematics is a prerequisite of mastering the content of the course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
Correct application of quantitative methods in the field of finance and financial analysis. To acquaint students with the possibilities of solving optimization problems in Solver MS Excel and principles of multicriterial optimization is another aim.
Syllabus
  • Course contains thematic areas: Model and genetic concept of quantitative methods and role of models of financial phenomena and processes; Most important essential classifications of financial and economic indicators; Comparative methods of values ​​of financial indicators; Methods of modeling and measurement of volatility and concentration in the financial sector; Some probability distributions of random variables and their functions; Modeling of correlation, regression equations systems, correlation, association and contingency analysis; Hypothesis testing; Modeling of dynamic series of values of financial indicators and methods of financial analysis of these series; Methods of research of the trend and periodicity; Methods of analysis of correlation dependences of dynamic series; Optimization tasks in Solver MS Excel; Principles and tools of multicriterial optimization.
Literature
    required literature
  • Cyhelský, L., Souček, E.: Základy statistiky. Praha: VŠFS – Eupress, 2009.
  • Hindls, R., Hronová, S., Novák, I.: Analýza dat v manažerském rozhodování. Praha: Grada Publishing, 1999.
  • JABLONSKÝ, Josef. Programy pro matematické modelování. 2. přepr. vyd. Praha : Oeconomica, 2011. 258 s. ISBN 978-80-245-1810-7.
    recommended literature
  • Cyhelský, L., Valentová, V.: Význam základní klasifikace ukazatelů pro korektní interpretaci vzájemných odlišností jejich hodnot. Politická ekonomie, 2006, č. 4, s. 542-548.
  • Gujarati, D.: Essentials of Econometrics. Boston, Massachusetts: McGraw-Hill, 1992.
  • Van Matre, G.: Statistics for Business and Economics. Third edition. Illinois: BPI/IRWIN, 1987.
  • POWER, Dan, J. Decision Support Systems Resources. 2017. http://www.dssresources.com/
Teaching methods
Lessons are held in the form of lectures and seminars (resp. of group managed consultations in CS) and discussions of the literature studied. It is associated with an active creative work of student as result in the form of a seminar paper according to instructions of the teacher.
Assessment methods
The course ends with an examination in the form of seminar paper - article (e.g . subchapter of doctoral thesis), in which some quantitative method of financial analysis will be correctly applied.
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
General note: Předmět doktorského studia.
Information on the extent and intensity of the course: 12 hodin KS/semestr.
Credit evaluation note: nekreditový předmět.
The course is also listed under the following terms Summer 2010, Winter 2010, Winter 2011, Winter 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.
  • Enrolment Statistics (Winter 2016, recent)
  • Permalink: https://is.vsfs.cz/course/vsfs/winter2016/D_KMFA