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Computational Tools of Financial and Actuarial Mathematics - NFAP007

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:	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:	cancelled
Language:	Czech
Teaching methods:	full-time

Guarantor:	doc. RNDr. Jan Hurt, CSc.
Classification:	Informatics > Software Applications Mathematics > Financial and Insurance Math., Probability and Statistics
Interchangeability :	NMFM308, NMFM404

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Annotation -

The MATHEMATICA system. Financial and economic processes. Simulations. Mathematical modeling in finance and insurance. Requirements: completing the courses Introduction to finance, Mathematical methods in finance.

Last update: T_KPMS (14.05.2012)

Aim of the course -

Presentation of some software products for finance and insurance.

Last update: G_M (22.05.2009)

Literature - Czech

Borland Quattro Pro for Windows. Version 5.0. Borland International, Inc., Scotts Valley, 1991

Bureš, P. a kol.: Informační služby v počítačových sítích. 3. doplněné vydání. ČVUT, Praha, 1994

Micrsoft Access. Version 2.0. User's Guide. Microsoft Corporation , Ireland, 1994

Microsoft Excel. Version 5.0. User's Guide. Microsoft Corporation, Ireland, 1994

Reuters International Briefing Guide. Reuters, London, 1995

Wolfram, S.: Mathematica. A System for Doing Mathematics by Computer. Addison-Wesley, Reading (MA), 1992

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

Přednášky vystaveny na domovské stránce J. Hurta.

Last update: T_KPMS (01.03.2007)

Teaching methods -

Lecture+exercises.

Last update: G_M (27.05.2008)

Syllabus -

The MATHEMATICA system. Financial and economic processes. Simulations.

Mathematical modeling in finance and insurance.

Last update: T_KPMS (14.05.2010)