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

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:

Supervised Ph.D. Theses

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

Current Ph.D. students

number: 1
Peter Marko