Mgr. Lukáš Vácha Ph.D.

Photo

Position: Assistant Professor
Field of interest: Financial markets
Membership: Finance and Capital Markets, Internal

Contact

Office: 503
Email: vachal [AT] utia [DOT] cas [DOT] cz
Phone: 602 161 710
Available: By appointment

More information

Syllabi

Course supervisor

JEM059 - Financial Econometrics I
JEM061 - Financial Econometrics II
JEM158 - Tools for Modern Macroeconometrics

Teacher

JED412 - Advanced Financial Econometrics I
JED413 - Advanced Financial Econometrics II
JEM059 - Financial Econometrics I
JEM061 - Financial Econometrics II
JEM158 - Tools for Modern Macroeconometrics

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

Wavelet analysis of financial markets

Supervised Bachelor theses

all/awarded: 4/2
Awarded: Bc. Daniel Benčík, Bc. Hana Štefanová

Supervised Master Theses

all/awarded: 9/2
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: 1
Mgr. Luboš Hanus

Downloadable

Academic CV 2018

Partners

Deloitte
Česká Spořitelna

Sponsors

CRIF
McKinsey
Patria Finance
EY