Mgr. Lukáš Vácha Ph.D.

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Field of interest: Financial markets
Membership: External, Finance and Capital Markets

Contact

Office:
Email: vachal [AT] utia [DOT] cas [DOT] cz
Phone: 602 161 710

More information

Syllabi

Course supervisor

JEM059 - Quantitative Finance I
JEM061 - Quantitative Finance II

Teacher

JEM059 - Quantitative Finance I
JEM061 - Quantitative Finance II

Assistant

JEM017 - Business Cycles Theory

CV

Job history

ZS 2001-2006 Business cycle theory
LS 2001-2006 Economic Dynamics II
ZS, LS 2007 - 2009 Quantitative Finance I, II
UTIA, ČSAV (CAS) Department of econometrics (since 2001)

Topics for supervision

Master theses

Heterogeneous agent models in finance
Wavelet analysis of financial markets

Supervised Bachelor theses

all/awarded: 2/2
Awarded: Bc. Daniel Benčík, Bc. Hana Štefanová

Supervised Master Theses

all/awarded: 5/2
Awarded: Mgr. Filip Šmolík, Mgr. Luboš Hanus

Supervised Ph.D. Theses

number: 1
PhDr. Ladislav Krištoufek, Ph.D (9.10.2013)

Current Ph.D. students

number: 2
Mgr. Luboš Hanus , Peter Marko

Downloadable

Academic CV 2014