MPM_FIMA Financial Mathematics

Faculty of Economics and Administration
Autumn 2010
Extent and Intensity
1/2/0. 6 credit(s). Type of Completion: zk (examination).
Teacher(s)
RNDr. Václav Studený, Ph.D. (lecturer)
Guaranteed by
RNDr. Václav Studený, Ph.D.
Department of Applied Mathematics and Computer Science – Faculty of Economics and Administration
Contact Person: Lenka Hráčková
Timetable
Wed 10:15–11:00 S301
  • Timetable of Seminar Groups:
MPM_FIMA/01: Wed 11:05–12:45 S301, V. Studený
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
Students will be able to analyze products of financial markets. Students will be able to start tio studÿ stochastics models of financial markets.
Syllabus
  • Essential mathematics exponential and logarithmic functions (grammar school knowledge). Inflation index of prices real and nominal value rate of inflation, average inflation real value of free interest saving Interest of constant amounts plain picevise constant, linear compound picevise constant, picevise linear, exponential of not constant amounts savings pensions amortization Notices about real cases (saving, leasing, bill, securities, share) 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
  • DUPAČOVÁ, Jitka and Jann HURT. Stochastic Modeling in economics and Finance. Kluwert Academic Publishers, 2002, 386 pp. ISBN 1402008406. info
Teaching methods
lectures, class discussion, group projects, homeworks, reading, drills
Assessment methods
tests, project, oral exam
Language of instruction
English
Further comments (probably available only in Czech)
The course is taught annually.
General note: Nezapisují si studenti, kteří absolvovali předmětPMFMAA.
Information on course enrolment limitations: kurz je určen pouze pro zahraniční studenty
The course is also listed under the following terms Autumn 2009, Autumn 2011, Autumn 2012, Autumn 2013, Autumn 2014, Autumn 2015.
  • Enrolment Statistics (Autumn 2010, recent)
  • Permalink: https://is.muni.cz/course/econ/autumn2010/MPM_FIMA