M7772 Mathematical techniques in finance

Faculty of Science
Autumn 2012
Extent and Intensity
2/0. 2 credit(s) (příf plus uk k 1 zk 2 plus 1 > 4). Type of Completion: z (credit).
Teacher(s)
prof. Ing. Aleš Černý, Ph.D. (lecturer)
Guaranteed by
doc. RNDr. Martin Kolář, Ph.D.
Supplier department: Departments – Faculty of Science
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 40 student(s).
Current registration and enrolment status: enrolled: 0/40, only registered: 0/40, only registered with preference (fields directly associated with the programme): 0/40
fields of study / plans the course is directly associated with
Syllabus
  • Nazvy dvouprednasek: 1. Arbitraz a zajisteni v jednokrokovem modelu 2. Ocenovani derivatu ve vicekrokovem modelu 3. Z diskretniho ke spojitemu casu 4. Martingaly a Markovske procesy ve financni matematice 5. Zaklady Itova kalkulu a jeho financni aplikace
Language of instruction
Czech
Further Comments
Study Materials
The course is taught only once.
  • Enrolment Statistics (recent)
  • Permalink: https://is.muni.cz/course/sci/autumn2012/M7772