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Probability for Financial Mathematics - NMFM202

Title:	Pravděpodobnost pro finanční matematiky
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2016 to 2017
Semester:	summer
E-Credits:	8
Hours per week, examination:	summer 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
Teaching methods:	full-time

Guarantor:	RNDr. Jitka Zichová, Dr.
Class:	M Bc. FM M Bc. FM > Povinné M Bc. FM > 2. ročník
Classification:	Mathematics > Probability and Statistics
Pre-requisite :	{One course in Linear Algebra}, NMMA211
Incompatibility :	NSTP129
Interchangeability :	NSTP129
Is co-requisite for:	NMFM201
Is pre-requisite for:	NMFM301
Is interchangeable with:	NSTP129

Opinion survey results Examination dates Schedule Noticeboard

Annotation -

Last update: RNDr. Jitka Zichová, Dr. (21.05.2021)

Elementary and axiomatic definition of probability. Random events and their probability. Random variables and their probability distributions. Random vectors. Converegence of random variables and vectors. Introductory course in probability theory for program in Financial mathematics.

Aim of the course -

Last update: G_M (15.05.2012)

To explain foundations of probability theory.

Literature - Czech

Last update: RNDr. Jitka Zichová, Dr. (21.02.2018)

Základní:

Michal Kulich: Základy teorie pravděpodobnosti pro předmět Matematická statistika 1. KPMS MFF UK, 2015. Dostupné na http://www.karlin.mff.cuni.cz/~kulich/.

Karel Zvára, Josef Štěpán: Pravděpodobnost a matematická statistika. Matfyzpress, Praha 2002.

Václav Dupač, Marie Hušková: Pravděpodobnost a matematická statistika. Karolinum, Praha, 1999.

Jiří Anděl: Základy matematické statistiky. Matfyzpress, Praha 2005.

Doplňková:

Jiří Anděl: Matematická statistika. SNTL, Praha, 1985.

Alfred Rényi: Teorie pravděpodobnosti. Academia, Praha, 1972.

Josef Štěpán: Teorie pravděpodobnosti. Matematické základy. Academia, Praha, 1987.

Teaching methods -

Last update: G_M (24.04.2012)

Lecture+exercises.

Syllabus -

Last update: RNDr. Jitka Zichová, Dr. (19.04.2018)

Elementary and axiomatic definition of probability. Random events and their probability. Random variables and

their probability distributions. Random vectors. Converegence of random variables and vectors.