## Financial Mathematics

### Studijní plán: Finance a řízení - platný od ZS 2016/2017

Předmět Financial Mathematics (FMa-1) Katedra matematiky (KM) RNDr. Radek Stolín, Ph.D. ( stolin@vspj.cz ) anglicky 2
Prezenční studium
Přednáška1 h
Cvičení2 h
Kombinované studium
DotacePředmět je v kombinované formě studia vyučován formou konzultací.
Studijní plán Typ Sem. Kred. Ukon.
V 2 kr. ZA
Finance and Management - platný od ZS 2016/2017 PV 4 2 kr. ZA
Finance a řízení - platný od ZS 2013/2014 PV 4 2 kr. ZA
Finance a řízení - platný od ZS 2015/2016 PV 4 2 kr. ZA
Finance a řízení - platný od ZS 2016/2017 PV 4 2 kr. ZA

#### Sylabus

• Simple interest
• Basic equation of simple interest
• Bank discount
• Compound interest
• Combined interest, inflation
• Equation of value
• Financial assessment of investments
• Simple annuities
• Some special types of simple annuities
• General annuities
• Loan redemption
• Bonds
• Shares

#### Doporučená literatura

• Macháček, O.: The Basics of Financial and Insurance Mathematics. Credit, Praha 2003
• McCutcheon, J. J., Scott, W. F.: An Introduction to the Mathematics of Finance. Heinemann, London 2005
• Zima, P., Brown, R. L.: Mathematics of Finance. McGraw-Hill Ryseron, Toronto 2001

#### 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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