D_MRFR Methods of financial risk management

University of Finance and Administration
Winter 2024
Extent and Intensity
1/1/0. 10 credit(s). Type of Completion: DZk (doctoral examination).
Guaranteed by
doc. RNDr. Petr Budinský, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Dita Egertová
Prerequisites
Good knowledge of university mathematics and statistics. Good orientation in the field of corporate finance a accounting. It is appropriate to know stochastic modelling and command any programming language. Advantage is good orientation in Czech national accounting standard and in IFRS also.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of the coursE students should be able to do scientific research in field of "risk management".
Learning outcomes
Ability of scientific and research work in field of study.
Syllabus
  • Subject of study consists following parts:
  • Risk theory, mathematical description of risks, Extreme Value Theory, Value-at-Risk (VaR).
  • Coherent risk measures problematics, composition of risk "parts" and decomposition of total portfolio´s risk. Markowitz portfolio selection model and its variants.
  • Credit risk methodology (KMV and CreditMetrics) and market risks (RiskMetrics, RiskGrades).
  • Mathematical approach to risk modelling used for BASEL II (market risks, credit risk and operational risk modelling) and SOLVENCY II. Problematics of BASEL III.
  • Methods of setup risk exposition in financial market institutions.
  • Methods of setup credit risk expositon of "non-financial" enterprise via using of all availaible information. Ratings and their methodology.
  • Scoring function construction.
  • Transfer risks using securities - lesson of derived securities bankruptcy ABS (CDO,CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods
Teaching takes the form of lectures and classes (seminar). Classes discussions and write essay which is related to postdoctoral thesis. Students present their essay at the classes.
Assessment methods
Write essay - size is approx. 20 - 30 pages.
Final oral exam and defence of essay.
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.
The course is also listed under the following terms Summer 2011, Winter 2011, Winter 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023.

D_MRFR Methods of financial risk management

University of Finance and Administration
Winter 2023
Extent and Intensity
1/1/0. 10 credit(s). Type of Completion: DZk (doctoral examination).
Teacher(s)
doc. RNDr. Petr Budinský, CSc. (lecturer)
Guaranteed by
doc. RNDr. Petr Budinský, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Dita Egertová
Prerequisites
Good knowledge of university mathematics and statistics. Good orientation in the field of corporate finance a accounting. It is appropriate to know stochastic modelling and command any programming language. Advantage is good orientation in Czech national accounting standard and in IFRS also.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of the coursE students should be able to do scientific research in field of "risk management".
Learning outcomes
Ability of scientific and research work in field of study.
Syllabus
  • Subject of study consists following parts:
  • Risk theory, mathematical description of risks, Extreme Value Theory, Value-at-Risk (VaR).
  • Coherent risk measures problematics, composition of risk "parts" and decomposition of total portfolio´s risk. Markowitz portfolio selection model and its variants.
  • Credit risk methodology (KMV and CreditMetrics) and market risks (RiskMetrics, RiskGrades).
  • Mathematical approach to risk modelling used for BASEL II (market risks, credit risk and operational risk modelling) and SOLVENCY II. Problematics of BASEL III.
  • Methods of setup risk exposition in financial market institutions.
  • Methods of setup credit risk expositon of "non-financial" enterprise via using of all availaible information. Ratings and their methodology.
  • Scoring function construction.
  • Transfer risks using securities - lesson of derived securities bankruptcy ABS (CDO,CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods
Teaching takes the form of lectures and classes (seminar). Classes discussions and write essay which is related to postdoctoral thesis. Students present their essay at the classes.
Assessment methods
Write essay - size is approx. 20 - 30 pages.
Final oral exam and defence of essay.
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.
The course is also listed under the following terms Summer 2011, Winter 2011, Winter 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2024.

D_MRFR Methods of financial risk management

University of Finance and Administration
Winter 2022
Extent and Intensity
1/1/0. 10 credit(s). Type of Completion: DZk (doctoral examination).
Teacher(s)
doc. RNDr. Petr Budinský, CSc. (lecturer)
prof. RNDr. Jiří Witzany, Ph.D. (lecturer)
Guaranteed by
doc. RNDr. Petr Budinský, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Ivana Plačková
Prerequisites
Good knowledge of university mathematics and statistics. Good orientation in the field of corporate finance a accounting. It is appropriate to know stochastic modelling and command any programming language. Advantage is good orientation in Czech national accounting standard and in IFRS also.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of the coursE students should be able to do scientific research in field of "risk management".
Learning outcomes
Ability of scientific and research work in field of study.
Syllabus
  • Subject of study consists following parts:
  • Risk theory, mathematical description of risks, Extreme Value Theory, Value-at-Risk (VaR).
  • Coherent risk measures problematics, composition of risk "parts" and decomposition of total portfolio´s risk. Markowitz portfolio selection model and its variants.
  • Credit risk methodology (KMV and CreditMetrics) and market risks (RiskMetrics, RiskGrades).
  • Mathematical approach to risk modelling used for BASEL II (market risks, credit risk and operational risk modelling) and SOLVENCY II. Problematics of BASEL III.
  • Methods of setup risk exposition in financial market institutions.
  • Methods of setup credit risk expositon of "non-financial" enterprise via using of all availaible information. Ratings and their methodology.
  • Scoring function construction.
  • Transfer risks using securities - lesson of derived securities bankruptcy ABS (CDO,CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods
Teaching takes the form of lectures and classes (seminar). Classes discussions and write essay which is related to postdoctoral thesis. Students present their essay at the classes.
Assessment methods
Write essay - size is approx. 20 - 30 pages.
Final oral exam and defence of essay.
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.
The course is also listed under the following terms Summer 2011, Winter 2011, Winter 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2023, Winter 2024.

D_MRFR Methods of financial risk management

University of Finance and Administration
Winter 2021
Extent and Intensity
1/1/0. 10 credit(s). Type of Completion: DZk (doctoral examination).
Teacher(s)
doc. RNDr. Petr Budinský, CSc. (lecturer)
prof. RNDr. Jiří Witzany, Ph.D. (lecturer)
Guaranteed by
doc. RNDr. Petr Budinský, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Prerequisites
Good knowledge of university mathematics and statistics. Good orientation in the field of corporate finance a accounting. It is appropriate to know stochastic modelling and command any programming language. Advantage is good orientation in Czech national accounting standard and in IFRS also.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of the coursE students should be able to do scientific research in field of "risk management".
Learning outcomes
Ability of scientific and research work in field of study.
Syllabus
  • Subject of study consists following parts:
  • Risk theory, mathematical description of risks, Extreme Value Theory, Value-at-Risk (VaR).
  • Coherent risk measures problematics, composition of risk "parts" and decomposition of total portfolio´s risk. Markowitz portfolio selection model and its variants.
  • Credit risk methodology (KMV and CreditMetrics) and market risks (RiskMetrics, RiskGrades).
  • Mathematical approach to risk modelling used for BASEL II (market risks, credit risk and operational risk modelling) and SOLVENCY II. Problematics of BASEL III.
  • Methods of setup risk exposition in financial market institutions.
  • Methods of setup credit risk expositon of "non-financial" enterprise via using of all availaible information. Ratings and their methodology.
  • Scoring function construction.
  • Transfer risks using securities - lesson of derived securities bankruptcy ABS (CDO,CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods
Teaching takes the form of lectures and classes (seminar). Classes discussions and write essay which is related to postdoctoral thesis. Students present their essay at the classes.
Assessment methods
Write essay - size is approx. 20 - 30 pages.
Final oral exam and defence of essay.
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.
The course is also listed under the following terms Summer 2011, Winter 2011, Winter 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2022, Winter 2023, Winter 2024.

D_MRFR Methods of financial risk management

University of Finance and Administration
Winter 2020
Extent and Intensity
1/1/0. 10 credit(s). Type of Completion: DZk (doctoral examination).
Teacher(s)
doc. Ing. Jaroslav Brada, Ph.D. (lecturer)
Guaranteed by
doc. Ing. Jaroslav Brada, Ph.D.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Prerequisites
Good knowledge of university mathematics and statistics. Good orientation in the field of corporate finance a accounting. It is appropriate to know stochastic modelling and command any programming language. Advantage is good orientation in Czech national accounting standard and in IFRS also.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of the coursE students should be able to do scientific research in field of "risk management".
Learning outcomes
Ability of scientific and research work in field of study.
Syllabus
  • Subject of study consists following parts:
  • Risk theory, mathematical description of risks, Extreme Value Theory, Value-at-Risk (VaR).
  • Coherent risk measures problematics, composition of risk "parts" and decomposition of total portfolio´s risk. Markowitz portfolio selection model and its variants.
  • Credit risk methodology (KMV and CreditMetrics) and market risks (RiskMetrics, RiskGrades).
  • Mathematical approach to risk modelling used for BASEL II (market risks, credit risk and operational risk modelling) and SOLVENCY II. Problematics of BASEL III.
  • Methods of setup risk exposition in financial market institutions.
  • Methods of setup credit risk expositon of "non-financial" enterprise via using of all availaible information. Ratings and their methodology.
  • Scoring function construction.
  • Transfer risks using securities - lesson of derived securities bankruptcy ABS (CDO,CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods
Teaching takes the form of lectures and classes (seminar). Classes discussions and write essay which is related to postdoctoral thesis. Students present their essay at the classes.
Assessment methods
Write essay - size is approx. 20 - 30 pages.
Final oral exam and defence of essay.
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.
The course is also listed under the following terms Summer 2011, Winter 2011, Winter 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

D_MRFR Methods of financial risk management

University of Finance and Administration
Winter 2019
Extent and Intensity
1/1. 10 credit(s). Type of Completion: DZk (doctoral examination).
Guaranteed by
doc. Ing. Jaroslav Brada, Ph.D.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Prerequisites
Good knowledge of university mathematics and statistics. Good orientation in the field of corporate finance a accounting. It is appropriate to know stochastic modelling and command any programming language. Advantage is good orientation in Czech national accounting standard and in IFRS also.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of the coursE students should be able to do scientific research in field of "risk management".
Learning outcomes
Ability of scientific and research work in field of study.
Syllabus
  • Subject of study consists following parts:
  • Risk theory, mathematical description of risks, Extreme Value Theory, Value-at-Risk (VaR).
  • Coherent risk measures problematics, composition of risk "parts" and decomposition of total portfolio´s risk. Markowitz portfolio selection model and its variants.
  • Credit risk methodology (KMV and CreditMetrics) and market risks (RiskMetrics, RiskGrades).
  • Mathematical approach to risk modelling used for BASEL II (market risks, credit risk and operational risk modelling) and SOLVENCY II. Problematics of BASEL III.
  • Methods of setup risk exposition in financial market institutions.
  • Methods of setup credit risk expositon of "non-financial" enterprise via using of all availaible information. Ratings and their methodology.
  • Scoring function construction.
  • Transfer risks using securities - lesson of derived securities bankruptcy ABS (CDO,CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods
Teaching takes the form of lectures and classes (seminar). Classes discussions and write essay which is related to postdoctoral thesis. Students present their essay at the classes.
Assessment methods
Write essay - size is approx. 20 - 30 pages.
Final oral exam and defence of essay.
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.
The course is also listed under the following terms Summer 2011, Winter 2011, Winter 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

D_MRFR Methods of financial risk management

University of Finance and Administration
Winter 2018
Extent and Intensity
1/1. 10 credit(s). Type of Completion: DZk (doctoral examination).
Guaranteed by
doc. Ing. Jaroslav Brada, Ph.D.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Prerequisites
Good knowledge of university mathematics and statistics. Good orientation in the field of corporate finance a accounting. It is appropriate to know stochastic modelling and command any programming language. Advantage is good orientation in Czech national accounting standard and in IFRS also.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of the coursE students should be able to do scientific research in field of "risk management".
Learning outcomes
Ability of scientific and research work in field of study.
Syllabus
  • Subject of study consists following parts:
  • Risk theory, mathematical description of risks, Extreme Value Theory, Value-at-Risk (VaR).
  • Coherent risk measures problematics, composition of risk "parts" and decomposition of total portfolio´s risk. Markowitz portfolio selection model and its variants.
  • Credit risk methodology (KMV and CreditMetrics) and market risks (RiskMetrics, RiskGrades).
  • Mathematical approach to risk modelling used for BASEL II (market risks, credit risk and operational risk modelling) and SOLVENCY II. Problematics of BASEL III.
  • Methods of setup risk exposition in financial market institutions.
  • Methods of setup credit risk expositon of "non-financial" enterprise via using of all availaible information. Ratings and their methodology.
  • Scoring function construction.
  • Transfer risks using securities - lesson of derived securities bankruptcy ABS (CDO,CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods
Teaching takes the form of lectures and classes (seminar). Classes discussions and write essay which is related to postdoctoral thesis. Students present their essay at the classes.
Assessment methods
Write essay - size is approx. 20 - 30 pages.
Final oral exam and defence of essay.
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.
The course is also listed under the following terms Summer 2011, Winter 2011, Winter 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

D_MRFR Methods of financial risk management

University of Finance and Administration
Winter 2017
Extent and Intensity
1/1. 10 credit(s). Type of Completion: DZk (doctoral examination).
Teacher(s)
doc. Ing. Jaroslav Brada, Ph.D. (lecturer)
doc. Ing. Jan Vlachý, Ph.D. (lecturer)
Guaranteed by
doc. Ing. Jaroslav Brada, Ph.D.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Prerequisites
Good knowledge of university mathematics and statistics. Good orientation in the field of corporate finance a accounting. It is appropriate to know stochastic modelling and command any programming language. Advantage is good orientation in Czech national accounting standard and in IFRS also.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of the coursE students should be able to do scientific research in field of "risk management".
Syllabus
  • Subject of study consists following parts:
  • Risk theory, mathematical description of risks, Extreme Value Theory, Value-at-Risk (VaR).
  • Coherent risk measures problematics, composition of risk "parts" and decomposition of total portfolio´s risk. Markowitz portfolio selection model and its variants.
  • Credit risk methodology (KMV and CreditMetrics) and market risks (RiskMetrics, RiskGrades).
  • Mathematical approach to risk modelling used for BASEL II (market risks, credit risk and operational risk modelling) and SOLVENCY II. Problematics of BASEL III.
  • Methods of setup risk exposition in financial market institutions.
  • Methods of setup credit risk expositon of "non-financial" enterprise via using of all availaible information. Ratings and their methodology.
  • Scoring function construction.
  • Transfer risks using securities - lesson of derived securities bankruptcy ABS (CDO,CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods
Teaching takes the form of lectures and classes (seminar). Classes discussions and write essay which is related to postdoctoral thesis. Students present their essay at the classes.
Assessment methods
Write essay - size is approx. 20 - 30 pages.
Final oral exam and defence of essay.
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.
The course is also listed under the following terms Summer 2011, Winter 2011, Winter 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

D_MRFR Methods of financial risk management

University of Finance and Administration
Winter 2016
Extent and Intensity
1/1. 10 credit(s). Type of Completion: DZk (doctoral examination).
Teacher(s)
doc. Ing. Jaroslav Brada, Ph.D. (lecturer)
doc. Ing. Jan Vlachý, Ph.D. (lecturer)
Guaranteed by
doc. Ing. Jaroslav Brada, Ph.D.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Prerequisites
Good knowledge of university mathematics and statistics. Good orientation in the field of corporate finance a accounting. It is appropriate to know stochastic modelling and command any programming language. Advantage is good orientation in Czech national accounting standard and in IFRS also.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of the coursE students should be able to do scientific research in field of "risk management".
Syllabus
  • Subject of study consists following parts:
  • Risk theory, mathematical description of risks, Extreme Value Theory, Value-at-Risk (VaR).
  • Coherent risk measures problematics, composition of risk "parts" and decomposition of total portfolio´s risk. Markowitz portfolio selection model and its variants.
  • Credit risk methodology (KMV and CreditMetrics) and market risks (RiskMetrics, RiskGrades).
  • Mathematical approach to risk modelling used for BASEL II (market risks, credit risk and operational risk modelling) and SOLVENCY II. Problematics of BASEL III.
  • Methods of setup risk exposition in financial market institutions.
  • Methods of setup credit risk expositon of "non-financial" enterprise via using of all availaible information. Ratings and their methodology.
  • Scoring function construction.
  • Transfer risks using securities - lesson of derived securities bankruptcy ABS (CDO,CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods
Teaching takes the form of lectures and classes (seminar). Classes discussions and write essay which is related to postdoctoral thesis. Students present their essay at the classes.
Assessment methods
Write essay - size is approx. 20 - 30 pages.
Final oral exam and defence of essay.
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.
The course is also listed under the following terms Summer 2011, 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.

D_MRFR Methods of financial risk management

University of Finance and Administration
Winter 2015
Extent and Intensity
1/1. 10 credit(s). Type of Completion: DZk (doctoral examination).
Guaranteed by
doc. Ing. Jaroslav Brada, Ph.D.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Prerequisites
Good knowledge of university mathematics and statistics. Good orientation in the field of corporate finance a accounting. It is appropriate to know stochastic modelling and command any programming language. Advantage is good orientation in Czech national accounting standard and in IFRS also.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of the coursE students should be able to do scientific research in field of "risk management".
Syllabus
  • Subject of study consists following parts:
  • Risk theory, mathematical description of risks, Extreme Value Theory, Value-at-Risk (VaR).
  • Coherent risk measures problematics, composition of risk "parts" and decomposition of total portfolio´s risk. Markowitz portfolio selection model and its variants.
  • Credit risk methodology (KMV and CreditMetrics) and market risks (RiskMetrics, RiskGrades).
  • Mathematical approach to risk modelling used for BASEL II (market risks, credit risk and operational risk modelling) and SOLVENCY II. Problematics of BASEL III.
  • Methods of setup risk exposition in financial market institutions.
  • Methods of setup credit risk expositon of "non-financial" enterprise via using of all availaible information. Ratings and their methodology.
  • Scoring function construction.
  • Transfer risks using securities - lesson of derived securities bankruptcy ABS (CDO,CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods
Teaching takes the form of lectures and classes (seminar). Classes discussions and write essay which is related to postdoctoral thesis. Students present their essay at the classes.
Assessment methods
Write essay - size is approx. 20 - 30 pages.
Final oral exam and defence of essay.
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.
The course is also listed under the following terms Summer 2011, Winter 2011, Winter 2012, Winter 2013, Winter 2014, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

D_MRFR Methods of financial risk management

University of Finance and Administration
Winter 2014
Extent and Intensity
1/1. 10 credit(s). Type of Completion: DZk (doctoral examination).
Teacher(s)
doc. Ing. Jaroslav Brada, Ph.D. (lecturer)
doc. Ing. Jan Vlachý, Ph.D. (lecturer)
Guaranteed by
doc. Ing. Jaroslav Brada, Ph.D.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Prerequisites
Good knowledge of university mathematics and statistics. Good orientation in the field of corporate finance a accounting. It is appropriate to know stochastic modelling and command any programming language. Advantage is good orientation in Czech national accounting standard and in IFRS also.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of the coursE students should be able to do scientific research in field of "risk management".
Syllabus
  • Subject of study consists following parts:
  • Risk theory, mathematical description of risks, Extreme Value Theory, Value-at-Risk (VaR).
  • Coherent risk measures problematics, composition of risk "parts" and decomposition of total portfolio´s risk. Markowitz portfolio selection model and its variants.
  • Credit risk methodology (KMV and CreditMetrics) and market risks (RiskMetrics, RiskGrades).
  • Mathematical approach to risk modelling used for BASEL II (market risks, credit risk and operational risk modelling) and SOLVENCY II. Problematics of BASEL III.
  • Methods of setup risk exposition in financial market institutions.
  • Methods of setup credit risk expositon of "non-financial" enterprise via using of all availaible information. Ratings and their methodology.
  • Scoring function construction.
  • Transfer risks using securities - lesson of derived securities bankruptcy ABS (CDO,CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods
Teaching takes the form of lectures and classes (seminar). Classes discussions and write essay which is related to postdoctoral thesis. Students present their essay at the classes.
Assessment methods
Write essay - size is approx. 20 - 30 pages.
Final oral exam and defence of essay.
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.
The course is also listed under the following terms Summer 2011, Winter 2011, Winter 2012, Winter 2013, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

D_MRFR Methods of financial risk management

University of Finance and Administration
Winter 2013
Extent and Intensity
1/1. Type of Completion: DZk (doctoral examination).
Teacher(s)
doc. Ing. Jaroslav Brada, Ph.D. (lecturer)
doc. Ing. Jan Vlachý, Ph.D. (lecturer)
Guaranteed by
doc. Ing. Jaroslav Brada, Ph.D.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Prerequisites
Good knowledge of university mathematics and statistics. Good orientation in the field of corporate finance a accounting. It is appropriate to know stochastic modelling and command any programming language. Advantage is good orientation in Czech national accounting standard and in IFRS also.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of the coursE students should be able to do scientific research in field of "risk management".
Syllabus
  • Subject of study consists following parts:
  • Risk theory, mathematical description of risks, Extreme Value Theory, Value-at-Risk (VaR).
  • Coherent risk measures problematics, composition of risk "parts" and decomposition of total portfolio´s risk. Markowitz portfolio selection model and its variants.
  • Credit risk methodology (KMV and CreditMetrics) and market risks (RiskMetrics, RiskGrades).
  • Mathematical approach to risk modelling used for BASEL II (market risks, credit risk and operational risk modelling) and SOLVENCY II. Problematics of BASEL III.
  • Methods of setup risk exposition in financial market institutions.
  • Methods of setup credit risk expositon of "non-financial" enterprise via using of all availaible information. Ratings and their methodology.
  • Scoring function construction.
  • Transfer risks using securities - lesson of derived securities bankruptcy ABS (CDO,CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods
Teaching takes the form of lectures and classes (seminar). Classes discussions and write essay which is related to postdoctoral thesis. Students present their essay at the classes.
Assessment methods
Write essay - size is approx. 20 - 30 pages.
Final oral exam and defence of essay.
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, 0.
Information on the extent and intensity of the course: 12 hodin KS/semestr.
The course is also listed under the following terms Summer 2011, Winter 2011, Winter 2012, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

D_MRFR Methods of financial risk management

University of Finance and Administration
Winter 2012
Extent and Intensity
1/1. Type of Completion: DZk (doctoral examination).
Guaranteed by
doc. Ing. Jaroslav Brada, Ph.D.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Prerequisites
Good knowledge of university mathematics and statistics. Good orientation in the field of corporate finance a accounting. It is appropriate to know stochastic modelling and command any programming language. Advantage is good orientation in Czech national accounting standard and in IFRS also.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
At the end of the coursE students should be able to do scientific research in field of "risk management".
Syllabus
  • Subject of study consists following parts:
  • Risk theory, mathematical description of risks, Extreme Value Theory, Value-at-Risk (VaR).
  • Coherent risk measures problematics, composition of risk "parts" and decomposition of total portfolio´s risk. Markowitz portfolio selection model and its variants.
  • Credit risk methodology (KMV and CreditMetrics) and market risks (RiskMetrics, RiskGrades).
  • Mathematical approach to risk modelling used for BASEL II (market risks, credit risk and operational risk modelling) and SOLVENCY II. Problematics of BASEL III.
  • Methods of setup risk exposition in financial market institutions.
  • Methods of setup credit risk expositon of "non-financial" enterprise via using of all availaible information. Ratings and their methodology.
  • Scoring function construction.
  • Transfer risks using securities - lesson of derived securities bankruptcy ABS (CDO,CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods
Teaching takes the form of lectures and classes (seminar). Classes discussions and write essay which is related to postdoctoral thesis. Students present their essay at the classes.
Assessment methods
Write essay - size is approx. 20 - 30 pages.
Final oral exam and defence of essay.
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, 0.
Information on the extent and intensity of the course: 12 hodin KS/semestr.
The course is also listed under the following terms Summer 2011, Winter 2011, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

D_MRFR Methods of financial risk management

University of Finance and Administration
Winter 2011
Extent and Intensity
1/1. Type of Completion: DZk (doctoral examination).
Guaranteed by
doc. Ing. Jaroslav Brada, Ph.D.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Prerequisites (in Czech)
Znalost vysokoškolské matematiky a statistiky v rozsahu standardně vyučovaných vysokoškolských kurzů. Orientace v problematice podnikových financí a účetnictví. Je vhodná znalost stochastického modelování a schopnost programovat v libovolném programovacím jazyce. Výhodou je rovněž orientace v problematice národních i mezinárodních účetních standardů.
Course Enrolment Limitations
The course is offered to students of any study field.
Syllabus (in Czech)
  • Předmět obsahuje následující tematické celky:
  • Matematická teorie rizika, způsoby matematického popisu rizik, Extreme Value Theory, Value-at-Risk (VaR).
  • Problematika koherentních měr rizika, problematika kompozici a dekompozice složek tvořících celkové riziko zkoumaného portfolia; Markowitzův model a jeho varianty.
  • Metodologie řízení kreditních rizik (KMV a CreditMetrics) a tržních rizik (RiskMetrics, RiskGrades).
  • Matematické modelování rizik používané u BASLE II (modely tržních, kreditních a operačních rizik) a SOLVENCY II. Problematika BASLE III.
  • Postupy stanovení limitů rizikových expozic v institucích působících na finančním trhu.
  • Postupy stanovení velikosti rizikových expozic vůči kreditnímu riziku u obchodních společností na základě analýzy dostupných informací; druhy ratingů a metodologie jejich tvorby.
  • Způsoby konstrukce skóringových funkcí.
  • Problematika přenosu rizik pomocí cenných papírů - poučení z kolapsu trhu tzv. odvozených cenných papírů ABS (CDO, CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods (in Czech)
Výuka probíhá formou přednášek a navazujících seminářů. Semináře souvisejí s tématy seminárních prací studentů doktorského studia. Studenti na seminářích prezentují průběžné výsledky dosažené při zpracování svých zadaných seminárních prací.
Assessment methods (in Czech)
Vypracování závěrečné seminární práce na téma dohodnuté s přednášejícím v rozsahu cca 20-30 stran textu.
Závěrečný písemný test a ústní přezkoušení ze získaných znalostí a obhajoba doktorandem vypracované seminární práce.
Language of instruction
Czech
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 hodin KS/semestr.
The course is also listed under the following terms Summer 2011, Winter 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.

D_MRFR Methods of financial risk management

University of Finance and Administration
Summer 2011
Extent and Intensity
1/1. Type of Completion: DZk (doctoral examination).
Teacher(s)
doc. Ing. Jaroslav Brada, Ph.D. (seminar tutor)
Guaranteed by
doc. Ing. Jaroslav Brada, Ph.D.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Prerequisites (in Czech)
Znalost vysokoškolské matematiky a statistiky v rozsahu standardně vyučovaných vysokoškolských kurzů. Orientace v problematice podnikových financí a účetnictví. Je vhodná znalost stochastického modelování a schopnost programovat v libovolném programovacím jazyce. Výhodou je rovněž orientace v problematice národních i mezinárodních účetních standardů.
Course Enrolment Limitations
The course is offered to students of any study field.
Syllabus (in Czech)
  • Předmět obsahuje následující tematické celky:
  • Matematická teorie rizika, způsoby matematického popisu rizik, Extreme Value Theory, Value-at-Risk (VaR).
  • Problematika koherentních měr rizika, problematika kompozici a dekompozice složek tvořících celkové riziko zkoumaného portfolia; Markowitzův model a jeho varianty.
  • Metodologie řízení kreditních rizik (KMV a CreditMetrics) a tržních rizik (RiskMetrics, RiskGrades).
  • Matematické modelování rizik používané u BASLE II (modely tržních, kreditních a operačních rizik) a SOLVENCY II. Problematika BASLE III.
  • Postupy stanovení limitů rizikových expozic v institucích působících na finančním trhu.
  • Postupy stanovení velikosti rizikových expozic vůči kreditnímu riziku u obchodních společností na základě analýzy dostupných informací; druhy ratingů a metodologie jejich tvorby.
  • Způsoby konstrukce skóringových funkcí.
  • Problematika přenosu rizik pomocí cenných papírů - poučení z kolapsu trhu tzv. odvozených cenných papírů ABS (CDO, CMO).
Literature
    required literature
  • Artzner, P., Delbaen, F., Eber, J. M. and Heath, D.: Coherent measures of risk. Mathematical Finance 9 (November), 1999, str. 203-228
  • Jorion P.: Value at Risk: The New Benchmark for Managing Financial Risk. Mc-Graw Hill, 2006.
  • Holton Glyn, A.: Value at Risk Theory and Practice. Amsterdam: Academic Press, 2003
  • Wagner N. (ed.): Credit Risk Models, Derivatives, and Management. Chapman & Hall, 2008
    recommended literature
  • Tavakoli, M. J.: Collateralized Debt Obligation & Structured Finance. Hoboken: John Wiley & Sons, 2003
  • Kuruc, A.: Financial Geometry: geometric approach to hedging and risk management. New York: Prentice Hall, 2003.
  • Jäckel, P.: Monte Carlo methods in finance. Chichester: John Wiley & Sons, 2002.
Teaching methods (in Czech)
Výuka probíhá formou přednášek a navazujících seminářů. Semináře souvisejí s tématy seminárních prací studentů doktorského studia. Studenti na seminářích prezentují průběžné výsledky dosažené při zpracování svých zadaných seminárních prací.
Assessment methods (in Czech)
Vypracování závěrečné seminární práce na téma dohodnuté s přednášejícím v rozsahu cca 20-30 stran textu.
Závěrečný písemný test a ústní přezkoušení ze získaných znalostí a obhajoba doktorandem vypracované seminární práce.
Language of instruction
Czech
Further comments (probably available only in Czech)
Information on the extent and intensity of the course: 12 hodin/semestr.
The course is also listed under the following terms Winter 2011, Winter 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.
  • Enrolment Statistics (recent)