SubjectsSubjects(version: 902)
Course, academic year 2021/2022
  
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 [hours/week]
Capacity: unknown / unknown (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: Švecová Lenka doc. Ing. Ph.D. (16.05.2022)

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

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

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

R: Learning support / studijní pomůcky: Materials distributed in class and students' own work developed in class / podklady a vlastní práce studentů z výuky

A: 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: Švecová Lenka doc. Ing. Ph.D. (16.05.2022)

1. Numerical Models and their Comparison with Analytical Models

2. Types of Models and Routine Problem Characteristics

3. Sensitivities and Scenarios

4. Approximation Errors, Model Risks and Good Practice in Modelling

5. Software Applications and Specifics, Pseudorandom Number Generation and Transformation in Simulations

6. Case Studies (Model Design, Solution and Discussion)

7. Case Studies - Project Cash Flow Risk Analyses

8. Case Studies - Optimization of Business Processes

9. Case Studies - Real Options

10. Case Studies - Optimization of Production Systems

11. Case Studies - Credit Risk Management

12. Case Studies - Market Risk Management, Value at Risk

13. Individual Assignment Consultations

14. 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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