Mgr. Lukáš Vácha Ph.D.
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
Agent-based models
Heterogeneous agent models in finance
Wavelet analysis of financial markets
Supervised Bachelor theses
all/awarded: 1/1
Awarded:
Bc. Daniel Benčík
Supervised Master Theses
all/awarded: 1/0
Awarded:
Current Ph.D. students
number: 2
PhDr. Ladislav Krištoufek , Peter Marko