Financial Modelling in Business Practice

Course content:

  • Financial Instruments in the Management of the Company’s Prosperity
  • Financial Derivatives
  • Futures, Swaps-parameters, use the Option-value
  • Options Parameters, Options Strategies, Determining the Value of an Option
  • Binomial Model, Black-Scholes Model, Trinomial Model
  • Determination of the Volatility of an Option
  • Real Explicitly for the Valuation of Corporate Flexibility
  • Basic Types of Real Options Model, the Parameters of Values, Value Management
  • Forecasts Volatility in Real Specifics Values of Assets


Recommended literature:

J. WITZANY: Financial derivatives: valuation, hedging, and risk management 1st ed., Praha: Oeconomica, 2013, ISBN 978-80-245-1980-7

JOHN C. HULL: Options, futures and other derivatives 9th ed., Boston: Pearson, 2015, ISBN 978-0-13-345631-8