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Workshop on financial mathematics - NMFM307

Title:	Praktikum z finanční matematiky
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2014 to 2015
Semester:	winter
E-Credits:	3
Hours per week, examination:	winter s.:0/2, C [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
Classification:	Mathematics > Financial and Insurance Math.
Co-requisite :	NMFM203
Incompatibility :	NFAP023, NMFM331
Pre-requisite :	NMFM104
Interchangeability :	NFAP023
Is interchangeable with:	NFAP023

Opinion survey results Examination dates Schedule Noticeboard

Annotation -

Last update: T_KPMS (13.05.2014)

A seminar devoted to solving problems of financial practice. Required course for bachelor's program in Financial mathematics.

Aim of the course -

Last update: G_M (24.04.2012)

To demonstrate applications of financial mathematics to solving problems of practice

by means of appropriate software.

Literature - Czech

Last update: RNDr. Jitka Zichová, Dr. (24.09.2018)

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

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

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

Mc Cutcheon, J.J., Scott, W.F.: An Introduction to the Mathematics of Finance. Butterworth - Heinemann, Oxford, 2004., či jiné reprinty téhož

Garrett, S.J.: An introduction to the mathematics of finance : a deterministic approach. Butterworth - Heinemann, Oxford, 2013 (druhé rozšířené vydání předchozí knihy)

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

Radová J., Dvořák P.: Finanční matematika pro každého. Grada Praha, 1993 a další inovovaná vydání.

Teaching methods -

Last update: G_M (24.04.2012)

Seminar.

Syllabus -

Last update: T_KPMS (02.06.2016)

Interest rates. Annuities. Bonds. Investment projects. Immunization. Financial functions in MS Excel.