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Required course for bachelor's program in Financial mathematics. Survey of modern methods of financial and
insurance calculations applied in financial and insurance practice.
Last update: G_M (15.05.2012)
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The students should master basic procedures of modern financial and insurance mathematics and solve simple problems of financial and insurance practice. Last update: G_M (24.04.2012)
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Exam:
1. Possibility of written exam test: 5 numerical examples covering the course; only one term for this test in the end of semester; a correction is possible by means of an oral exam.
2. Otherwise the oral exam with requirements corresponding to the syllabus of the course.
Last update: Zichová Jitka, RNDr., Dr. (02.05.2023)
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Cipra, T.: Praktický průvodce finanční a pojistnou matematikou. Ekopress, Praha 2015 (2.vydání) (také anglicky: Practical Guide to Financial and Insurance Mathematics. Ekopress, Praha 2020). Cipra, T.: Matematika cenných papírů. Professional Publishing, Praha 2013. Cipra, T.: Finanční a pojistné vzorce. Grada Publishing, Praha 2006 (také anglicky: Financial and Insurance Formulas. Springer, Heidelberg 2010). Cipra, T.: Finanční ekonometrie. Ekopress, Praha 2013 (2.vydání). Cipra, T.: Riziko ve financích a pojišťovnictví: Basel III a Solvency II. Ekopress, Praha 2015. Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. Cipra, T.: Zajištění a přenos rizik v pojišťovnictví. Grada, Praha 2004. Cipra, T.: Penze: kvantitativní přístup. Ekopress, Praha 2012. Cipra, T.: Penzijní pojištění a jeho výpočetní aspekty. HZ, Praha 1996. Last update: Cipra Tomáš, prof. RNDr., DrSc. (04.09.2023)
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Lecture. Last update: G_M (24.04.2012)
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1. Possibility of written exam test: 5 numerical examples covering the course; only one term for this test in the end of semester; a correction is possible by means of an oral exam.
2. Otherwise the oral exam with requirements corresponding to the syllabus of the course.
It is probable that a part of exams will be possible in a distance form. It depends on the actual situation and you will be informed on all changes in time.
Last update: Zichová Jitka, RNDr., Dr. (02.05.2023)
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1. Simple interest and discount, calendar conventions. 2. Discount securities (bills of exchange, T-bills, checking account). 3. Compound interest and discount, continuous and random compounding. Inflation, real interest rate. 4. Time value of money. Systems of cash flows. Investment rules. 5. Annuities, perpetuities and deferred annuities. 6. Amortization of debt. 7. Bonds (types of bonds, bond pricing, yield curve, duration). 8. Stocks (stock pricing, stock analysis, rights issue). 9. Derivative securities (forwards, futures, swaps, options). 10. Speculation on securities, security exchanges, stock indices. 11. Financial risk. Portfolio analysis. Diversification. CAPM model. 12. Insurance classification. 13. Life Tables, commutation functions. 14. Basic calculation in life insurance. 15. Basic calculation in non-life insurance. 16. Pension insurance. Last update: Cipra Tomáš, prof. RNDr., DrSc. (04.09.2023)
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Basic knowledge of mathematical statistics and theory of probability. Last update: Cipra Tomáš, prof. RNDr., DrSc. (24.04.2018)
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