Publications by Piotr Staszkiewicz
PWN Rozterka
Franciszek jest partnerem zarządzającym w firmie Ostrożny Audytor Sp. z o.o. W trakcie badania sprawozdań finansowych Tartak SA zespół audytowy nie został dopuszczony do inwentaryzacji zapasów, ponieważ kontrakt na badanie został podpisany po inwentaryzacji. W czasie badania Małgosia stwierdziła, że protokoły z posiedzenia rady na...
5279 sym
FM Duration
library(quantmod) Define bond parameters face_value <- 1000 coupon_rate <- 0.05 # 5% annual coupon rate maturity_years <- 5 yield_to_maturity <- 0.04 # 4% annual yield to maturity Calculate cash flows cash_flows <- rep(coupon_rate * face_value, maturity_years) cash_flows[maturity_years] <- cash_flows[maturity_years] + face_value Calculate ...
2654 sym R (761 sym/9 pcs)
Sampling_basic
Lecture x<-c(4,2,3, 5, 6) x mean(x) sd(x) var(x) X = 1,2,3 Y = 4,2,0 X = c(1,2,3) Y = c(4,2,0) paste0(" Mean of X = ", mean(X)) paste0(" Mean of Y = ", mean(Y)) paste0(" Mean of X+Y = ", mean(X+Y)) paste0(" Var of X = ", var(X)) paste0(" Var of Y = ", var(Y)) paste0(" Var of X+Y = ", var(X+Y)) paste0(" Cov(X,y) of X+Y = "...
10141 sym R (1900 sym/13 pcs) 1 img
FM CAPM
Demonstrating the Capital Asset Pricing Model (CAPM) in R Understanding CAPM The Capital Asset Pricing Model (CAPM) is a model that describes the relationship between systematic risk and expected return for a financial asset. It’s often used to price assets and evaluate investment performance. R Code Implementation library(quantmod) ## Ła...
1603 sym R (973 sym/20 pcs)
FM WACC BASIC
Microsoft WACC Page: https://rpubs.com/staszkiewicz/FM_WACC Let us calculate WACC for Microsoft Using R and Financial Data Understanding the Components: To calculate WACC for Microsoft, we need the following: Cost of Debt: This can be estimated from the yield to maturity of Microsoft’s bonds. Cost of Equity: This can be estimated using the Ca...
1636 sym R (3107 sym/15 pcs)
FM Portfolio Basic
Harry Markowitz’s Modern Portfolio Theory (MPT) is a cornerstone in finance. It posits that investors should construct portfolios based on expected returns and risk (measured by variance or standard deviation). The goal is to maximize returns for a given level of risk, or minimize risk for a given level of return. Let us start from the basic ...
1521 sym R (1413 sym/16 pcs)
FM Portfolio Return analusis
Return analysis Libraries installation: install.packages(“quantmod”) install.packages(“PerformanceAnalytics”) install.packages(“dygraphs”) install.packages(“corrplot”) #install.packages("quantmod") #install.packages("PerformanceAnalytics") #install.packages("dygraphs") #install.packages("corrplot") Load packages: library(quant...
828 sym R (3037 sym/26 pcs) 1 img
MS Outlook
Niezbędnik registration link: https://n.e-sgh.pl/course/bGRHXK Formal Disclosure To ensure a rigorous and ethical academic discussion, we will be critically analyzing several academic papers during this workshop Some of these papers are authored or co-authored by myself. It is important to note that any critical commentary on these papers will...
9835 sym 1 img
FM VAR
Let us first read data VAR<- read.csv2(file.choose()) The data, are the loss days during the year of a given stock Let us see the data ’ View(VAR)’ Let us sort the data by return sort(VAR$DailyReturnt) ## [1] -0.99683 -0.99179 -0.99058 -0.96588 -0.96455 -0.94323 -0.93869 -0.92546 ## [9] -0.88123 -0.86096 -0.83487 -0.83365 -0.83030 -0.81467...
1750 sym R (3462 sym/38 pcs) 5 img
FM Signaling
avaialable from (https://rpubs.com/staszkiewicz/FM_OE) Task Test signalling theory on the coca cola stocks on 22 march 2023 Solution Load Required Libraries: library(quantmod) ## Ładowanie wymaganego pakietu: xts ## Ładowanie wymaganego pakietu: zoo ## ## Dołączanie pakietu: 'zoo' ## Następujące obiekty zostały zakryte z 'package:base'...
1414 sym R (3632 sym/27 pcs)