Subjects

Your browser does not support JavaScript, or its support is disabled. Some features may not be available.

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 2022
Semester:	winter
E-Credits:	8
Hours per week, examination:	winter s.:4/2, C+Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
Virtual mobility / capacity:	no
State of the course:	taught
Language:	Czech
Teaching methods:	full-time
Additional information:	http://www.karlin.mff.cuni.cz/~hurt/VPFPM2018ZS.nb

Guarantor:	Mgr. Ing. Pavel Kříž, Ph.D. doc. RNDr. Jan Hurt, CSc.
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 -

Last update: RNDr. Jitka Zichová, Dr. (10.05.2017)

Required course for bachelor's program in Financial Mathematics. Visual Basic. Modelling of financial and insurance problems in Mathematica.

Aim of the course -

Last update: G_M (24.04.2012)

Presentation of some software products for finance and insurance.

Course completion requirements -

Last update: doc. RNDr. Jan Hurt, CSc. (28.10.2019)

To get the credit of the exercise the students are required to be active in the exercice lectures with maximum of three inexcusable absences.

It is necessary to get the credit of the exercise to access the exam. There is no corrective for getting the credit.

Literature -

Last update: doc. RNDr. Jan Hurt, CSc. (28.10.2019)

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/

Zugler, M., Hlavatá, A.: Excel 5.0. Grada Publishing, Praha 1995.

Lecture notes: http://www.karlin.mff.cuni.cz/~hurt/

Teaching methods -

Last update: G_M (24.04.2012)

Lecture+exercises.

Requirements to the exam -

Last update: doc. RNDr. Jan Hurt, CSc. (28.10.2019)

Written exam based on Wolfram Language. It consists of approximately 4 problems coming from examples and exercices solved during the course. The requirements correspond to the Syllabus.

Syllabus -

Last update: doc. RNDr. Jan Hurt, CSc. (05.10.2020)

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.