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Introduction to Finance - NMFM104

Title:	Úvod do financí
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2012 to 2015
Semester:	summer
E-Credits:	3
Hours per week, examination:	summer s.:2/0, 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 > 1. ročník
Classification:	Mathematics > Financial and Insurance Math.
Incompatibility :	NFAP009
Interchangeability :	NFAP009
Is pre-requisite for:	NMFM307, NMFM201
Is interchangeable with:	NFAP009

Opinion survey results Examination dates Schedule Noticeboard

Annotation -

Last update: RNDr. Jitka Zichová, Dr. (03.06.2022)

Required course for bachelor's program in Financial mathematics. Securities and finacial derivatives. Time value of money. Present and future value. Simple and compound interest rates. Inflation. Cash flows. Financial investment. Valuation of investment opportunities.

Aim of the course -

Last update: G_M (24.04.2012)

To explain fundamentals of financial theory and financial mathematics.

Literature - Czech

Last update: T_KPMS (02.06.2016)

Základní:

Cipra, T.: Finanční matematika v praxi. HZ Praha, 1993.

Cipra, T.: Matematika cenných papírů. HZ, Praha, 2000.

Cipra, T.: Matematika cenných papírů. Professional Publishing, Praha, 2013.

Cipra, T.: Finanční a pojistné vzorce. Grada, Praha, 2006.

Černohorský, J., Teplý P.: Základy financí. Grada, Praha, 2011.

Mc Cutcheon, J.J., Scott, W.F.: An Introduction to the Mathematics of Finance. Butterworth, Heinemann, Oxford, 1991

Dupačová, J., Hurt, J., Štěpán, J.: Stochastic Modelling in Economics and Finance. Kluwer Academic Publishers, Dordrecht, 2002.

Garrett, S. J.: An Introduction to the Mathematics of Finance. A Deterministic Approach. Butterworth, Heinemann, Oxford, 2013.

Jelenová, K.: Sbírka úloh z finanční matematiky. Bc práce, MFF UK, 2009.

Doplňková:

Blake, D.: Analýza finančních trhů. Grada Publishing, Praha, 1995

Brealey, R.A., Myers, S.C.: Teorie a praxe firemních financí. Victoria publishing, Praha ,1991

Dvořák, P.: Deriváty. Skripta VŠE Praha. Oeconomica, Praha, 2010.

Jílek, J.: Finanční a komoditní deriváty v praxi. Grada, Praha 2010.

Rose, P.S.: Peněžní a kapitálové trhy. Victoria Publishing, Praha, 1994.

Sharpe, W.F., Alexander, G.J.: Investice. Victoria Publishing, Praha, 1994.

Teaching methods -

Last update: G_M (24.04.2012)

Lecture.

Syllabus -

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

Basics. Securities and financial derivatives. Time value of money. Present and future value. Simple and compound interest rates. Inflation. Cash flows. Financial investment. Valuation of investment opportunities.