M2120 Mathematics of Finance

Faculty of Science
Spring 2011
Extent and Intensity
2/1/0. 3 credit(s) (příf plus uk k 1 zk 2 plus 1 > 4). Type of Completion: zk (examination).
Teacher(s)
doc. RNDr. Josef Niederle, CSc. (lecturer)
Guaranteed by
doc. RNDr. Josef Niederle, CSc.
Department of Mathematics and Statistics – Departments – Faculty of Science
Timetable
Fri 14:00–15:50 M1,01017
  • Timetable of Seminar Groups:
M2120/01: Mon 14:00–14:50 M2,01021, J. Niederle
M2120/02: Mon 15:00–15:50 M2,01021, J. Niederle
M2120/03: Mon 11:00–11:50 M1,01017, J. Niederle
Prerequisites
M1100 Mathematical Analysis I || M2510 Mathematical Analysis 2 || M1101 Mathematical Analysis I
Basic course in Mathematical Analysis.
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
The objectives are to understand techniques of the mathematics of finance based on elementary calculus.
Syllabus
  • Simple interest and discounting
  • Compound interest
  • Time value of money
  • Annuities and perpetuities
  • Paying off a loan
  • Probability, mean and variance
  • Bonds and stocks
  • Futures
  • Portfolios
Literature
  • CIPRA, Tomáš. Praktický průvodce finanční a pojistnou matematikou. Vyd. 1. Praha: HZ, 2000, 320 s. ISBN 80-901918-0-0. info
  • CIPRA, Tomáš. Finanční matematika v praxi. 1. vyd. Praha: HZ, 1993, 166 s. ISBN 80-901495-1-0. info
Teaching methods
Lectures and seminars.
Assessment methods
Written exam.
Language of instruction
Czech
Follow-Up Courses
Further comments (probably available only in Czech)
Study Materials
The course is taught annually.
Listed among pre-requisites of other courses
Teacher's information
ftp://math.muni.cz/pub/math/people/Niederle/info
The course is also listed under the following terms Spring 2008 - for the purpose of the accreditation, Spring 2011 - only for the accreditation, Spring 2000, Spring 2001, Spring 2002, Spring 2003, Spring 2004, Spring 2005, Spring 2006, Spring 2007, Spring 2008, Spring 2009, Spring 2010, Spring 2012, spring 2012 - acreditation, Spring 2013, Spring 2014, Spring 2015, Spring 2016, Spring 2017, spring 2018, Spring 2019, Spring 2020, Spring 2021, Spring 2022, Spring 2023, Spring 2024, Spring 2025.
  • Enrolment Statistics (Spring 2011, recent)
  • Permalink: https://is.muni.cz/course/sci/spring2011/M2120