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Course, academic year 2023/2024
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Mathematical Methods in Finance - NFAP022
Title: Matematické metody ve financích
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2018
Semester: winter
E-Credits: 3
Hours per week, examination: winter s.:2/0, 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
Teaching methods: full-time
Guarantor: RNDr. Michaela Prokešová, Ph.D.
Classification: Mathematics > Financial and Insurance Math.
Incompatibility : NMFM331
Interchangeability : NMFM203, NMFM331
Annotation -
Theory of interest rates and cashflows, valuation of securities, immunization theory, an introduction to stochastic interest rate models.
Last update: G_M (27.05.2009)
Aim of the course -

To explain fundamentals of financial mathematics.

Last update: T_KPMS (22.05.2008)
Literature - Czech

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

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

Cipra, T.: Praktický průvodce finanční a pojistnou matematikou, Ekopress, Praha, 2005.

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

Last update: Prokešová Michaela, RNDr., Ph.D. (22.08.2012)
Teaching methods -

Lecture.

Last update: G_M (28.05.2008)
Syllabus -

Theory of interest rates and cashflows, valuation of securities, immunization theory, an introduction to

stochastic models in finance.

Last update: T_KPMS (22.05.2008)
 
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