povinná literatura:

Bierman, H., Smidt, S. Advanced Capital Budgeting: Refinements in the Economic Analysis of Investment Projects. New York: Routledge, 2007.

Mun, J. Modeling Risk. Hoboken: John Wiley, 2006.

Charnes, J. Financial Modeling with Oracle Crystal Ball and Excel. 2nd ed. Hoboken: John Wiley, 2012.

Learning support / studijní pomůcky:

Materials distributed in class and students' own work developed in class / podklady a vlastní práce studentů z výuky

doporučená literatura:

Mun, J. Real Options Analysis: Tools and Techniques for Valuing Strategic Investments and Decisions. Hoboken: John Wiley, 2012.

Tvorba a prezentace modelu dle individuálního zadání.

• Numerical Models and their Comparison with Analytical Models

• Types of Models and Routine Problem Characteristics

• Sensitivities and Scenarios

• Approximation Errors, Model Risks and Good Practice in Modelling

• Software Applications and Specifics, Pseudorandom Number Generation and Transformation in Simulations

• Case Studies (Model Design, Solution and Discussion)

• Project Cash Flow Risk Analyses

• Optimization of Business Processes

• Real Options

• Optimization of Production Systems

• Credit Risk Management

• Market Risk Management, Value at Risk

• Individual Assignment Consultations

• Conclusions and Follow-up

Creation and presentation of a model based on individual assignment. / Tvorba a prezentace modelu dle individuálního zadání.