DA_QMFA Quantitative Methods of Financial Analysis

Vysoká škola finanční a správní
zima 2019
Rozsah
1/1/0. 12. 10 kr. Ukončení: DZk.
Garance
doc. Ing. Stanislava Mildeová, CSc.
Katedra informatiky a matematiky (FES, KIM) – Katedry – Vysoká škola finanční a správní
Kontaktní osoba: Ing. Markéta Knížková
Předpoklady
The course has no specific entry requirements.
Omezení zápisu do předmětu
Předmět je otevřen studentům libovolného oboru.
Cíle předmětu
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.
Výstupy z učení
Correct application of quantitative methods in the field of finance and financial analysis.
Osnova
  • 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
Literatura
    povinná literatura
  • 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
    doporučená literatura
  • 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/
Výukové metody
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.
Metody hodnocení
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.
Vyučovací jazyk
Angličtina
Další komentáře
Předmět je dovoleno ukončit i mimo zkouškové období.
Předmět je zařazen také v obdobích zima 2020, zima 2021, zima 2022, zima 2023, zima 2024.