SubjectsSubjects(version: 867)
Course, academic year 2019/2020
  
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 2018
Semester: winter
E-Credits: 8
Hours per week, examination: winter s.:4/2 C+Ex [hours/week]
Capacity: unlimited
Min. number of students: unlimited
State of the course: taught
Language: Czech
Teaching methods: full-time
Additional information: http://www.karlin.mff.cuni.cz/~hurt/VPFPM2018ZS.nb
Guarantor: 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
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: RNDr. Jitka Zichová, Dr. (10.05.2017)

Spreadsheet Excel. Visual Basic essentials. 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.

 
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