Department of Quantitative Methods
Head of the Department:
Assoc. Prof. RNDr. Mária Bohdalová, PhD.
phone: +421 2 9021 2028
door no.: 306
phone: +421 2 9021 2135
door no.: 218
Mgr. Ľudmila Mitková, PhD.
phone: +421 2 9021 2077
door no.: 231 A
Prof. RNDr. Ing. Ľudomír Šlahor, CSc.
Assoc. Prof. RNDr. Mária Bohdalová, PhD.
Assoc. Prof. Ing. Mgr. Urban Kováč, PhD.
Mgr. Peter Pšenák, PhD.
Mgr. Katarína Vechter Močarníková, PhD.
Ing. Vladimír Valach, CFA, MBA, PhD.
Ing. Martina Chrančoková PhD.
Mgr. Kitty Klacsánová
Assoc. Prof. RNDr. Jana Kalická, PhD.
RNDr. Ing. Matúš Tibenský, PhD.
Mgr. Maroš Bobulský, PhD.
Mgr. Soňa Dávideková, MBA, LL.M., PhD.
MSc. Mgr. Martin Pažický, PhD.
Mgr. Peter Struk, PhD.
Mgr. Dominika Sonák Ballová
Mgr. Branislav Novotný, PhD.
Full-time PhD. Students:
Mgr. Dominika Békesová
Mgr. Lukáš Kurinec
Mgr. Dávid Kubek
Mgr. Veronika Bučková
The Department of Quantitative Methods provides tuition of mathematical and statistical subjects in Management and International management study programs (in Slovak and in English) for both full-time and external forms of study.
During the Bachelor’s degree program, the subjects are: Mathematics I, II; Financial mathematics; Statistics; Statistical methods. For the specialization/block of Finance, the department is responsible for teaching the following compulsory elective courses: Quantitative Methods in Financial Management and Commodity Markets and Real Investments. The range of courses is extended by the elective courses Game Theory; Selected Topics in Economics; Stock Markets; Derivatives; Portfolio Management; Bond Markets; Ethics in Investing in the Financial Markets.
During the two-year Master’s degree program in Management, the department provides tuition of Managerial Statistics and Modeling of Economic Processes subjects. Compulsory elective subjects within the specialization of Finance represent: Investment Analyzes; Portfolio Management and Collective Investment.
The department offers students elective courses such as Practical Financial Markets I, II, Market Risk Analysis of Financial Portfolios and Credit Risk Analysis of Financial Portfolios, which develop knowledge about the use of quantitative methods in investing and decision-making. During the study, the knowledge gained from these subjects helps the students become more familiar with the functioning of financial markets and economics, which allows students to better understand and orient themselves in the field of finance (economics). We also offer the subjects Monetary Economics and Monetary Policy, in which we teach students to understand the functioning of the Central bank, explain the decisions of the Central bank's monetary policy and understand the consequences of these decisions for financial markets and the banking sector. The optional subject Data Science and Big Data Analytics enables students to understand data analysis and its use in managerial practice.
At the PhD study program in Management, the department provides the pedagogical process in the compulsory subject Statistics and elective subjects Credit Risk Analysis of Financial Portfolios; Market Risk Analysis of Financial Portfolios; Business Analytics and Business Processes Modeling; Data Mining; Financial Investments; Data Modeling in Management; Predictive Analytics and Operations Research; Solving Real Business Problems Using Quantitative Methods; Multidimensional Statistical Methods.
The Department of Quantitative Methods often collaborates with external experts from the practice that participate in the teaching of elective courses. This supports the department's connection to the common practice besides the theoretical knowledge. In this way, students have the opportunity to gain knowledge directly from people who have several years of experience in a specific field.
Department employees and collaborators are actively engaged in Quantitative analyzes in the field of Investment management in global financial and capital markets, Macroeconomic and Industry trends, and Corporate finance. Mainly, the focus of the department is on the latest trends in Financial portfolio management, such as Big Data and modern technologies, Smart Beta and Factor investing, Pure Alfa, indexing, ESG and others. The portfolio of projects includes the analysis of the efficiency of financial markets, risk management and increasing the competitiveness of companies using modern analytical tools. The department is also familiar with Gender analyses. We emphasize close cooperation with experts from practice in defining, preparing and monitoring the results of individual projects.