Subjects

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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

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)