FUNIOKOVÁ, Taťána. Introduction to financial mathematics. Ostrava: VŠB-TU Ostrava, 2017. ISBN 978-80-248-4081-9.
LOVELOCK, David, Marilou MENDEL a A. Larry WRIGHT. An introduction to the mathematics of money: saving and investing. New York: Springer, c2010. ISBN 978-1-4419-2232-8.
BENNINGA, Simon a Benjamin CZACZKES. Financial modeling. 3rd ed. Cambridge: MIT Press, c2008. ISBN 978-0-262-02628-4.
Mathematics of Finance
| Language of instruction | angličtina, čeština |
|---|---|
| Code | 151-0318 |
| Abbreviation | FM318 |
| Course title | Mathematics of Finance |
| Coordinating department | Department of Mathematical Methods in Economics |
| Course coordinator | Mgr. Taťána Funioková, Ph.D. |
Summary
The aim is to acquaint the students with the fundamentals of saving and investing that are of long-life practical use. These include savings accounts, annuities, loans, certificates of deposit, and buying and selling bonds or stocks including a bond portfolio target date immunization and an introduction to stock portfolio optimization. For all the problems a mathematical background, as well as an implementation using Microsoft Excel is introduced.
Literature
Advised literature
BREALEY, Richard A., Stewart C. MYERS a Franklin ALLEN. Principles of corporate finance. 11th global ed. Maidenhead: McGraw-Hill Education, c2014. McGraw-Hill series in finance, insurance, and real estate. ISBN 978-0-07-715156-0.
BENNINGA, Simon; MOFKADI, Tal. Principles of finance with excel. New York, NY: Oxford University Press, 2006. ISBN 978-0190296384.
DAY, Alastair. Mastering Financial Mathematics in Microsoft Excel 2013: A Practical Guide To Business Calculations. Pearson UK, 2015. ISBN 9780273730330 .
BENNINGA, Simon; MOFKADI, Tal. Principles of finance with excel. New York, NY: Oxford University Press, 2006. ISBN 978-0190296384.
DAY, Alastair. Mastering Financial Mathematics in Microsoft Excel 2013: A Practical Guide To Business Calculations. Pearson UK, 2015. ISBN 9780273730330 .