SubjectsSubjects(version: 889)
Course, academic year 2020/2021
  
Economic and Financial Modelling - AM501019
Title: Economic and Financial Modelling
Guaranteed by: Department of Economics and Management (837)
Actual: from 2020
Semester: winter
Points: winter s.:3
E-Credits: winter s.:3
Examination process: winter s.:
Hours per week, examination: winter s.:0/2 MC [hours/week]
Capacity: unknown / unlimited (unknown)
Min. number of students: unlimited
Language: English
Teaching methods: full-time
Level:  
For type: Master's (post-Bachelor)
Note: course can be enrolled in outside the study plan
enabled for web enrollment
Guarantor: Vlachý Jan doc. Ing. Ph.D.
This subject contains the following additional online materials
Literature
Last update: Vlachý Jan doc. Ing. Ph.D. (15.09.2020)

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.

Requirements to the exam - Czech
Last update: Vlachý Jan doc. Ing. Ph.D. (06.04.2020)

Tvorba a prezentace modelu dle individuálního zadání.

Syllabus
Last update: Vlachý Jan doc. Ing. Ph.D. (06.04.2020)

• 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

Course completion requirements
Last update: Vlachý Jan doc. Ing. Ph.D. (15.09.2020)

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

 
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