SubjectsSubjects(version: 953)
Course, academic year 2023/2024
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Computational Tools of Financial and Actuarial Mathematics - NMFM308
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 2022
Semester: winter
E-Credits: 8
Hours per week, examination: winter s.:4/2, C+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
Additional information: http://www.karlin.mff.cuni.cz/~hurt/VPFPM2018ZS.nb
Guarantor: Mgr. Ing. Pavel Kříž, Ph.D.
doc. RNDr. Jan Hurt, CSc.
Class: M Bc. FM
M Bc. FM > Povinné
Classification: Informatics > Software Applications
Mathematics > Financial and Insurance Math., Probability and Statistics
Co-requisite : NMFM301
Pre-requisite : NMFM201
Is pre-requisite for: NMFM336
Is interchangeable with: NFAP007
Annotation -
Required course for bachelor's program in Financial Mathematics. Visual Basic. Modelling of financial and insurance problems in Mathematica.
Last update: Zichová Jitka, RNDr., Dr. (10.05.2017)
Aim of the course -

Presentation of some software products for finance and insurance.

Last update: G_M (24.04.2012)
Course completion requirements -

To get the credit for the exercises the students are required to actively participate in the exercices. Active particaption is demonstrated by working out and submitting the assigned task.

It is necessary to get the credit for the exercises before getting access to the exam. By nature of the conditions to get the credit, it cannot be repeated.

Last update: Kříž Pavel, Mgr. Ing., Ph.D. (20.01.2024)
Literature -

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

Wolfram, S.: An Elementary Intruction to the Wolfram Language. Second Edition. Wolfram Media, Inc. Champaign (IL), 2017. Online: http://www.wolfram.com/language/elementary-introduction/2nd-ed/

Wolfram, S.: The Wolfram Language: Fast Introduction for Programmers. Online: http://reference.wolfram.com/language/

http://reference.wolfram.com/language/

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

Lecture notes: http://www.karlin.mff.cuni.cz/~hurt/

Last update: Hurt Jan, doc. RNDr., CSc. (28.10.2019)
Teaching methods -

Lecture+exercises.

Last update: G_M (24.04.2012)
Requirements to the exam -

Written exam based on Wolfram Language. It consists of approximately 3 problems, that are modifications of examples and exercices solved during the course. The requirements correspond to the Syllabus.

Last update: Kříž Pavel, Mgr. Ing., Ph.D. (20.01.2024)
Syllabus -

System Mathematica (Wolfram Language). Basic techniques. Mathematical, statistical, and financial functions of the system. Integrated data sources. Internal structure of Mathematica. Functional appoach. Associations. Databases. Modelling and solving financial and insurance problems in Mathematica.

Last update: Hurt Jan, doc. RNDr., CSc. (05.10.2020)
 
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