Business Analytics – UCU Applied Sciences Faculty

Part 1. Economic Modeling. Maximizing company profits in a competitive environment

Modeling and calibrating the demand curve
Modeling of non-price factors of influence on the demand curve
Modeling and calibrating the cost function
Multifactor regressive models for estimating sales volumes
Monopoly pricing and maximizing profits with allowance for advertising costs
Segmentation of the market and the model of differentiated pricing
Models of the economy of exchange and finding a generally competitive equilibrium in the boxes of Edgeworth
Models of competition
Stokelberg Competition Model: price leadership and leadership in production volumes
Model of the Cournot competition and finding Nash equilibrium with homogeneous goods
Model of Bertrand competition and finding a Nash equilibrium with differentiated goods
Multi-attribute Fishbein model

Part 2. Financial Economics. Financial contract evaluation models

The cost of money in time and the model of equivalent payments
Personal Financial Planning
Calibrate the yield curve of interest rates
Complete and incomplete markets
Finding equilibrium prices for investment projects
The estimated value of investment projects when buying and selling using the risk-free equivalence concept
Binomial market model
Assessment of conditional requirements in a binomial model
Cox-Ros-Rubinstein model for estimating the cost of conditional claims
Black–Scholes Option Pricing Model
Application of OPM model in corporate finance

Part 3. Financial Econometrics

Parametric and nonparametric functions of the distribution of profitability of financial products and the values of investment criteria
Normalized moments of stock return sampling, their visualization and use in financial analysis
Generation of one-dimensional random variables with given characteristics
Two-dimensional parametric random variables, calibration of their parameters and generation of multidimensional random variables
Target functions of the efficiency of investment management – investment criteria: Sharpe, Treinor, Jensen, Markovitsa and their modified counterparts
Models of optimal stock portfolio management and solving quadratic programming tasks

Part 4. Analytical models of investment project evaluation

Investment criteria (NPV, IRR, DPP, NPV-BEP) and their application to investment decisions
Analysis of the sensitivity of investment projects
Using decision trees to evaluate investment projects
The concept of an extended NPV
Scenario analysis of investment attractiveness
Monte Carlo simulative analysis of investment project risk assessment