Subjects

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Computational Tools of Financial and Actuarial Mathematics - NMFM308

Title:	Výpočetní prostředky finanční a pojistné matematiky
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2024
Semester:	winter
E-Credits:	8
Hours per week, examination:	winter s.:4/2, C+Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	taught
Language:	Czech
Teaching methods:	full-time

Guarantor:	Mgr. Ing. Pavel Kříž, Ph.D. doc. RNDr. Jan Hurt, CSc.
Teacher(s):	Mgr. Ing. Pavel Kříž, Ph.D.
Class:	M Bc. FM M Bc. FM > Povinné
Classification:	Informatics > Software Applications Mathematics > Financial and Insurance Math., Probability and Statistics
Co-requisite :	NMFM301
Pre-requisite :	NMFM201
Is pre-requisite for:	NMFM336
Is interchangeable with:	NFAP007

Opinion survey results Examination dates WS schedule Noticeboard

Annotation -

Required course for bachelor's program Financial Mathematics. Modelling of financial, insurance and statistical problems in Mathematica and software R.

Last update: Omelka Marek, doc. Ing., Ph.D. (30.09.2024)

Aim of the course -

Presentation of some software products for finance and insurance.

Last update: G_M (24.04.2012)

Course completion requirements -

To get the credit for the exercises the students are required to actively participate in the exercices. Active particaption is demonstrated by working out and submitting the assigned task.

It is necessary to get the credit for the exercises before getting access to the exam. By nature of the conditions to get the credit, it cannot be repeated.

Last update: Kříž Pavel, Mgr. Ing., Ph.D. (20.01.2024)

Literature -

Wolfram, S.: Mathematica. A System for Doing Mathematics by Computer. Addison-Wesley, Reading (MA), 1992.

Wolfram, S.: An Elementary Intruction to the Wolfram Language. Second Edition. Wolfram Media, Inc. Champaign (IL), 2017. Online: http://www.wolfram.com/language/elementary-introduction/2nd-ed/

Wolfram, S.: The Wolfram Language: Fast Introduction for Programmers. Online: http://reference.wolfram.com/language/

http://reference.wolfram.com/language/

https://cran.r-project.org/doc/contrib/Paradis-rdebuts_en.pdf

https://www.tutorialspoint.com/r/r_tutorial.pdf

Last update: Kříž Pavel, Mgr. Ing., Ph.D. (29.09.2024)

Teaching methods -

Lecture+exercises.

Last update: Kříž Pavel, Mgr. Ing., Ph.D. (29.09.2024)

Requirements to the exam -

Written exam based on Wolfram Language. It consists of approximately 3 problems, that are modifications of examples and exercices solved during the course. The requirements correspond to the Syllabus.

Last update: Kříž Pavel, Mgr. Ing., Ph.D. (29.09.2024)

Syllabus -

Statistical software R. Basic principles. Solving elementary statistical and financial problems.

System Mathematica (Wolfram Language). Basic techniques. Mathematical, statistical, and financial functions of the system. Integrated data sources. Internal structure of Mathematica. Functional appoach. Associations. Databases. Modelling and solving financial and insurance problems in Mathematica.

Last update: Kříž Pavel, Mgr. Ing., Ph.D. (29.09.2024)