Fundamentals of Financial Mathematics
Studijní plán:
| Předmět | Fundamentals of Financial Mathematics (ZFMa) |
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| Garantuje | Katedra matematiky (KM) |
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| Garant | RNDr. Radek Stolín, Ph.D. ( stolin@vspj.cz ) |
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| Jazyk | anglicky |
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| Počet kreditů | 4 |
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| Ekvivalent | |
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| Prezenční studium |
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| Přednáška | 1 h |
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| Cvičení | 2 h |
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| Kombinované studium |
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| Tutoriál / přednáška | 2 h |
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Sylabus
- Simple interest
- Basic equation of simple interest
- Bank discount
- Compound interest
- Combined interest, inflation
- Equation of value and financial assessment of investments
- Annuities
- Some special types of simple annuities
- General annuities
- Loan redemption
- Bonds
- Aliquot interest, duration
- Shares
Doporučená literatura
- McCutcheon, J. J., Scott, W. F.: An Introduction to the Mathematics of Finance. Heinemann, London 1986.
- Zima, P., Brown, R. L.: Theory and problems of Mathematics of Finance. Schaum's outlines, New York 1996.
- Macháček, O.: The Basics of Financial and Insurance Mathematics. ČZU, Praha 2003.
Anotace
The main aim of this course is to give information about basic concepts and methods of calculation of the financial mathematics. Lectures are devoted to an introduction into simple and compound interest and their combination, and various sorts of interest rates; further they are concentrated on the equation of value and the yield on a transaction, various types of annuities and finally on the valuation of securities. There is a seminar to each lecture in which lots of problems that typically arise in financial practice are calculated using Microsoft Excel.
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