DA_QMFA Quantitative Methods of Financial Analysis

University of Finance and Administration
Winter 2020
Extent and Intensity
1/1/0. 10 credit(s). Type of Completion: DZk (doctoral examination).
Teacher(s)
prof. Ing. Josef Arlt, CSc. (lecturer)
doc. Ing. Diana Bílková, Dr. (lecturer)
doc. RNDr. Ivana Malá, CSc. (lecturer)
Guaranteed by
doc. Ing. Stanislava Mildeová, CSc.
Department of Computer Science and Mathematics – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Prerequisites
The course has no specific entry requirements.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
The aim of the course is correct application of quantitative methods in finance and financial analysis. Another aim is to introduce students to possible solutions of optimization tasks in Solver MS Excel and principles of multicriteria optimization.
Learning outcomes
Correct application of quantitative methods in the field of finance and financial analysis.
Syllabus
  • Syllabus of the course: 1. Modelling and genetic concepts of quantitative methods and the role of financial modelling; 2. Essential classification of financial and economic indicators; 3. Comparative methods of financial indicators values; 4. Modelling methods and measurement of volatility and concentration in finance; 5. Probability division of random variables and their functions; 6. Correlation modelling, systems of regression equations, correlation, association and contingency analysis; 7. Hypothesis testing; 8. Modelling dynamic lines of financial indicators values and methods of their financial analysis; 9. Research methods of trend and periodicity; 10. Methods of analysis of dynamic lines correlation dependence 11. Optimization tasks in Solver MS Excel 12. Principles and tools of multicriteria optimization
Literature
    required literature
  • R Willink.: Measurement uncertainty and probability. New York: Cambridge University Press, 2013
  • • Teixeira de Almeida, A. et al.: Multicriteria and Multiobjective Models for Risk, Reliability and Maintenance Decision Analysis. ISOR book series, Springer, 2015
    recommended literature
  • Gujarati, D.: Essentials ofEconometrics. Boston, Massachusetts: McGraw-Hill, 1992.
  • Van Matre, G.: Statisticsfor Business and Economics. Third edition. Illinois: BPI/IRWIN, 1987.
  • Power, D. J. Decision Support Systems Resources. 2019. http://www.dssresources.com/
Teaching methods
Lessons are held in the form of lectures 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
English
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 12.
The course is also listed under the following terms Winter 2019, Winter 2021, Winter 2022, Winter 2023, Winter 2024.
  • Enrolment Statistics (Winter 2020, recent)
  • Permalink: https://is.vsfs.cz/course/vsfs/winter2020/DA_QMFA