(NMgr) Programme Finance and Data Analytics (NP_MFDA) ****************************************************************************************** * Master's Programme N0311A050027: Finance and Data Analytics ****************************************************************************************** Academic year 2022/2023 MFDA is a two-year English-language Master's degree programme that is designed to pair the finance and data analytics. The programme takes a data driven approach to analysis of fina organisational information covering key theoretical principles of finance, financial model markets to prepare students for a dynamic career in finance, banking and a range of other Focusing on modern statistical analysis, data modeling, programming, big data and machine techniques, program equips the student with a thorough understanding and advanced skills i and applied finance with emphasis on computational aspects of the problems. Programme's gr quantitative, statistical and technical skills crucial for modern finance and will have th independently define and creatively solve broad variety of theoretical as well as practica English is the only language of instruction. The programme director is doc. PhDr. Jozef Baruník Ph.D. [ URL "https://ies.fsv.cuni.cz/cs Programme coordinator is PhDr. František Čech, Ph.D. [ URL "https://ies.fsv.cuni.cz/cs/sta • programme description [ URL "https://fsv.cuni.cz/en/admissions/masters-degrees/master-fi analytics-mfda"] • terms and conditions for the applicants [ URL "https://fsv.cuni.cz/en/admissions/masters finance-and-data-analytics-mfda"] • how to apply [ URL "https://is.cuni.cz/studium/eng/prijimacky/index.php?do=detail_obor&i Program structure: • compulsory courses (5-10 ECTS credits each): 64 credits • elective courses (5-6 ECTS credits each) minimum: 44 credits • optional courses (ECTS credits each) maximum: 12 credits • Master's Thesis • Final exam Final exam: (JDIP01) Master's Thesis Defense WS = Winter Semester (Oct - Feb), SS = Summer Semester (Feb - June). Compulsory Courses: J#0750 CodeCourse title Course leaderSemester Hours Course ECTS credi per weekassessmenpoints JEM03Financial Markets [ URL "https:// Kočenda [ URL WS 2/2 Examination6 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM037&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=20277"] JEM05Financial Econometrics I [ URL "httpsVácha [ URL SS 2/2 Examination6 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM059&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00352"] Baruník [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=10494"] JEM11Applied Econometrics [ URL "https://Horváth [ URL SS 2/2 Examination6 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM116&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00249"] Baruník [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=10494"] Kukačka [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=35158"] JEM20Data Processing in Python [ URL "httpsČech [ URL WS/SS 2/0 Examination5 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM207&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=43180"] Hronec [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=64679"] JEM21Master's Thesis Seminar I [ URL "httSchwarz [ URL WS/SS 0/2 Course 10 is.cuni.cz/studium/predmety/index.php?"https:// credit do=predmet&kod=JEM213&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=21736"] Havránek [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=19907"] Havránková [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=20316"] JEM21Master's Thesis Seminar II [ URL "htSchwarz [ URL WS/SS 0/2 Course 10 is.cuni.cz/studium/predmety/index.php?"https:// credit do=predmet&kod=JEM214&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=21736"] Havránek [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=19907"] Havránková [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=20316"] JEM21Advanced Econometrics [ URL "https:/Baruník [ URL WS 2/2 Examination9 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM217&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=10494"] JEM22Data Science with R II [ URL "https://Krištoufek SS 2/0 Examination6 is.cuni.cz/studium/predmety/index.p[ URL "https:// do=predmet&kod=JEM220&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=22388"] JEM22Data Science with R I [ URL "https:// Krištoufek WS 2/0 Examination6 is.cuni.cz/studium/predmety/index.p[ URL "https:// do=predmet&kod=JEM227&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=22388"] Total: 64 Prerequisites, co-requisites, incompatibility, interchangeability for mandatory courses CodeCourse title Pre- Co-InterchaIncompatibility requisirequisite JEM21Master's Thesis Seminar II JEM213 JEM21Advanced Econometrics JEM005 JEM22Data Science with R II J#R073 [ URL "https:// is.cuni.cz/ studium/ res/fsv/ karolinka/ skupiny.php? skupina=R073&rok=2023&typ=1"] JEM22Data Science with R I JEM181 JEM221 Elective Courses: J#0751 CodeCourse title Course leaderSemester Hours Course ECTS credi per weekassessmenpoints JEM00Applied Microeconometrics [ URL "httPertold-GebickaSS 2/2 Examination6 is.cuni.cz/studium/predmety/index.p[ URL "https:// do=predmet&kod=JEM007&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=15969"] JEM01Statistical Methods for Data AnalysisHlávka [ URL SS 2/2 Examination6 [ URL "https://is.cuni.cz/studium/pred"https:// index.php?do=predmet&kod=JEM019&skr=2is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=21763"] JEM02Monetary Economics [ URL "https:// Holub [ URL WS 2/2 Examination6 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM027&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00526"] JEM03Banking and Risk Management [ URL "htGeršl [ URL WS 2/2 Examination6 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM032&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00551"] Pečená [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00360"] JEM03Corporate Finance [ URL "https:// Geršl [ URL WS 2/2 Examination6 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM034&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00551"] JEM03Financial Markets Instruments I [ URLDědek [ URL WS 2/2 Examination6 "https://is.cuni.cz/studium/predmety/ "https:// index.php?do=predmet&kod=JEM035&skr=2is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00563"] JEM03Financial Markets Instruments II [ URDědek [ URL SS 2/2 Examination6 "https://is.cuni.cz/studium/predmety/ "https:// index.php?do=predmet&kod=JEM036&skr=2is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00563"] JEM06Financial Econometrics II [ URL "httBaruník [ URL WS 2/2 Examination6 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM061&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=10494"] Vácha [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00352"] JEM06Introductory Econometrics [ URL "httKukačka [ URL WS 2/2 Examination6 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM062&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=35158"] JEM09Asset Pricing [ URL "https:// Čech [ URL SS 2/2 Examination6 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM092&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=43180"] JEM11International Macroeconomics and FinaHolub [ URL SS 2/2 Examination6 [ URL "https://is.cuni.cz/studium/pred"https:// index.php?do=predmet&kod=JEM111&skr=2is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00526"] JEM12Empirical Law and Economics [ URL "htDušek [ URL SS 2/0 Examination5 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM126&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00568"] JEM12Financial Modelling Using MS Excel aJakubík [ URL SS 1/1 Examination4 [ URL "https://is.cuni.cz/studium/pred"https:// index.php?do=predmet&kod=JEM128&skr=2is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=10562"] JEM13Company Valuation [ URL "https:// Novák [ URL WS 2/2 Examination6 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM132&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=15899"] JEM14Banking and Financial Regulation [ URLTůma [ URL SS 2/2 Examination6 "https://is.cuni.cz/studium/predmety/ "https:// index.php?do=predmet&kod=JEM142&skr=2is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00245"] Dvořák [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=61516"] JEM15Tools for Modern Macroeconometrics [ UBaxa [ URL SS 2/2 Examination6 "https://is.cuni.cz/studium/predmety/ "https:// index.php?do=predmet&kod=JEM158&skr=2is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00429"] Vácha [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00352"] JEM16Private Equity [ URL "https:// Fencl [ URL SS 1/1 macc 4 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM161&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=59048"] JEM16Energy Markets & Economics [ URL "htValíčková [ URLSS 2/2 Examination4 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM162&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=48025"] Elms [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=60125"] JEM17Intermediate Microeconomics I [ URL Šťastná [ URL SS 4/2 Examination6 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM175&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00415"] JEM18Microeconomics of Banking [ URL "httpGeršl [ URL SS 2/0 Examination6 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM185&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00551"] Janda [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00561"] JEM19Bank Asset and Liability Management [ Kuc [ URL SS 2/0 Examination5 "https://is.cuni.cz/studium/predmety/ "https:// index.php?do=predmet&kod=JEM198&skr=2is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=48575"] Kotlán [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=59249"] JEM20Internship [ URL "https://is.cuni.cz/Geršl [ URL WS/SS 0/4 Course 3 studium/predmety/index.php? "https:// credit do=predmet&kod=JEM201&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00551"] JEM20Health Econometrics [ URL "https:// Bertoli [ URL WS 2/2 Examination6 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM208&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=72179"] JEM22Systemic Risk and Macroprudential PolGeršl [ URL SS 2/2 Examination6 [ URL "https://is.cuni.cz/studium/pred"https:// index.php?do=predmet&kod=JEM228&skr=2is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00551"] JEM22Treasury Management [ URL "https:// Ranostaj [ URL SS 2/0 Examination5 is.cuni.cz/studium/predmety/index.php?"https:// do=predmet&kod=JEM229&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=81688"] JEM23Advanced Topics in Corporate Finance Geršl [ URL WS 3/3 Course 3 "https://is.cuni.cz/studium/predmety/ "https:// credit index.php?do=predmet&kod=JEM230&skr=2is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00551"] Curi [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=82835"] JEM23Mergers and Acquisitions [ URL "httpFidrmuc [ URL WS 3/3 Course 3 is.cuni.cz/studium/predmety/index.php?"https:// credit do=predmet&kod=JEM231&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=82919"] Gregor [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00558"] JEM23Financial Crisis and Risk ManagementHorváth [ URL WS/SS 6/0 Course 3 "https://is.cuni.cz/studium/predmety/ "https:// credit index.php?do=predmet&kod=JEM232&skr=2is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00249"] JEM23FinTech and Blockchain [ URL "https:/Gregor [ URL SS 6/0 Course 3 is.cuni.cz/studium/predmety/index.php?"https:// credit do=predmet&kod=JEM233&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=00558"] Colak [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=69698"] JEM23Version Control with Git [ URL "httpsHronec [ URL WS 5/2 Course 3 is.cuni.cz/studium/predmety/index.php?"https:// credit do=predmet&kod=JEM234&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=64679"] JEM23Traditional and Alternative Risk TranTeplý [ URL WS 2/0 Course 3 in the Insurance Sector [ URL "https:/"https:// credit is.cuni.cz/studium/predmety/index.phpis.cuni.cz/ do=predmet&kod=JEM235&skr=2023"] studium/predmety/ index.php? do=ucit&kod=00308"] Pompella [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=36505"] JEM23Risk Management and Insurance [ URL Kukačka [ URL SS 6/0 Course 3 is.cuni.cz/studium/predmety/index.php?"https:// credit do=predmet&kod=JEM236&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=35158"] JEM33Energy Markets & Economics [ URL "htValíčková [ URLSS 2/2 Course 3 is.cuni.cz/studium/predmety/index.php?"https:// credit do=predmet&kod=JEM333&skr=2023"] is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=48025"] Elms [ URL "https:// is.cuni.cz/ studium/predmety/ index.php? do=ucit&kod=60125"] JEM33Fiscal Policy, Public Debt and Schneider [ URLSS 3/3 Course 3 Sovereign Debt Ratings [ URL "https://"https:// credit is.cuni.cz/studium/predmety/index.phpis.cuni.cz/ do=predmet&kod=JEM334&skr=2023"] studium/predmety/ index.php? do=ucit&kod=00518"] Total minimum: 44 Prerequisites, co-requisites, incompatibility, interchageability for elective courses CodeCourse title Pre- Co-InterchaIncompatibility requisirequisite JEM03Corporate Finance JEM187 JEM188 JEM189 JEM09Asset Pricing JEM186 JEM11International Macroeconomics and FinJ#R079 [ URL "https:// is.cuni.cz/ studium/ res/fsv/ karolinka/ skupiny.php? skupina=R079&rok=2023&typ=1"] JEM12Financial Modelling Using MS Excel and VBA JEM189 JEM16Energy Markets & Economics JEM333 JEM18Microeconomics of Banking JEM113 JEM19Bank Asset and Liability Management JEM197 JEM23Financial Crisis and Risk Management JEM199 JEM23FinTech and Blockchain JEM205 JEM23Version Control with Git JEM224 JEM33Energy Markets & Economics JEM162 JEM33Fiscal Policy, Public Debt and Sovereign Debt JEB129 Ratings Optional Courses: Any course offered by any Department at Charles University or at partner universities. Study plan code: J22NPMFDA1476