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Mathematics in Finance - NMFM331

Title:	Matematika ve financích
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2023
Semester:	summer
E-Credits:	5
Hours per week, examination:	summer s.:2/2, 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

Guarantor:	doc. RNDr. Jan Večeř, Ph.D.
Class:	M Bc. OM M Bc. OM > Povinně volitelné M Bc. OM > Zaměření STOCH
Classification:	Mathematics > Financial and Insurance Math.
Is incompatible with:	NFAP022, NMFM307, NMFM207, NMFM203
Is interchangeable with:	NFAP022

Opinion survey results Examination dates SS schedule Noticeboard

Annotation -

Last update: G_M (15.05.2012)

Financial instruments. Theory of interest rates and cashflows. Risk measures. Methods for evaluation of financial investments. Recommended for specialization Stochastics within General Mathematics.

Aim of the course -

Last update: G_M (24.04.2012)

To explain fundamentals of financial mathematics.

Course completion requirements -

Last update: doc. RNDr. Jan Večeř, Ph.D. (13.10.2017)

Class attendance during the semester, the last class being mandatory.

Literature - Czech

Last update: T_KPMS (20.10.2014)

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

Dupačová, J., Hurt, J., Štěpán, J.: Stochastic Modelling in Economics and Finance. Kluwer, Dordrecht, 2002.

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

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.

Garrett, S. J.: An Introduction to the Mathematics of Finance. A Deterministic Approach. Butterworth, Heinemann, Oxford, 2013.

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

Teaching methods -

Last update: T_KPMS (16.05.2012)

Lecture+exercises.

Requirements to the exam -

Last update: doc. RNDr. Jan Večeř, Ph.D. (13.10.2017)

A written final exam covering the topics listed in the syllabus.

Syllabus -

Last update: RNDr. Jitka Zichová, Dr. (06.09.2013)

Financial instruments. Theory of interest rates and cashflows. Risk measures. Methods for evaluation of financial investments. Portfolio theory.