PMFIMA Financial Mathematics

Faculty of Economics and Administration
Autumn 2008
Extent and Intensity
1/2/0. 4 credit(s). Type of Completion: zk (examination).
Teacher(s)
RNDr. Václav Studený, Ph.D. (lecturer)
RNDr. Václav Studený, Ph.D. (seminar tutor)
Guaranteed by
prof. Ing. Osvald Vašíček, CSc.
Department of Applied Mathematics and Computer Science – Faculty of Economics and Administration
Contact Person: Lenka Hráčková
Timetable
each odd Thursday 14:35–16:15 P101
  • Timetable of Seminar Groups:
PMFIMA/1: Tue 7:40–9:15 VT105, V. Studený
Prerequisites
MAT2 Mathematics II || Ex_7119_P Mathematics II || PMMAT2 Mathematics II || PMZMII Introduction to Mathematics II
Basics of mathematical analysis and algebra
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
The capacity limit for the course is 20 student(s).
Current registration and enrolment status: enrolled: 0/20, only registered: 0/20, only registered with preference (fields directly associated with the programme): 0/20
fields of study / plans the course is directly associated with
Course objectives
This course in financial mathematics aims to present the student with basic terms of financial mathematics, such as simple and compound interest calculations, time value of money, saving, annuity, debt amortization, etc. The explanation will be complemented by a number of practical tasks.
Syllabus
  • The rate of growth, relative increments. Commodity markets The index of prices, rate of inflation Interest rate in financial mathematics Saving with the state donation, long term products Mortgages, supply of the market Using the program maple Computing examples with the program maple The cash flow and the internal interest rate The duration and the convexity Mean value in financial mathematics, general concept General concept of rate of growth, infinitesimal version, inverse rule Stochastics on financial markets Introduction to models
Literature
  • BLAKE, David. Analýza finančních trhů. 1. vyd. Praha: Grada, 1995, 623 pp. ISBN 8071692018. info
  • MACHÁČEK, Otakar. Finanční a pojistná matematika. 1.vyd. Praha: Prospektum, 1995, 213 pp. ISBN 8071750352. info
  • CIPRA, Tomáš. Pojistná matematika v praxi. 1. vyd. Praha: edice HZ, 1994, 273 pp. ISBN 8090149561. info
  • WALTER, Jaromír. Finanční a pojistná matematika. 1.vyd. Praha: VŠE, 1993, 166 pp. ISBN 8070794348. info
  • CIPRA, Tomáš. Finanční matematika v praxi. 1. vyd. Praha: HZ, 1993, 166 s. ISBN 80-901495-1-0. info
Assessment methods
lectures, class discussion, group projects, homeworks, reading (compulsory literature) written and oral exam
Language of instruction
Czech
Further comments (probably available only in Czech)
Study Materials
The course is taught annually.
Information on course enrolment limitations: max. 20 cizích studentů, cvičení pouze pro studenty ESF
The course is also listed under the following terms Autumn 2001, Autumn 2002, Autumn 2003, Autumn 2004, Autumn 2005, Autumn 2006, Autumn 2007.
  • Enrolment Statistics (recent)
  • Permalink: https://is.muni.cz/course/econ/autumn2008/PMFIMA