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Terminated in academic year 2020/2021

Financial Mathematics

Type of study Bachelor
Language of instruction English
Code 151-0518/01
Abbreviation FM
Course title Financial Mathematics
Credits 4
Coordinating department Department of Mathematical Methods in Economics
Course coordinator Mgr. Taťána Funioková, Ph.D.

Subject syllabus

Subject’s Syllabus:
• Simple interest, some of the short-term securities
• Compound interest
• The time value of money and investment decision-making
• Money saving
• Income
• Debt redemption
• Models of income and loans
• Introduction to securities analysis
• Introduction to (financial) risk

Literature

FUNIOKOVÁ, Taťána. Introduction to financial mathematics. Ostrava: VŠB-TU Ostrava, 2017. Series of Economics Textbooks, Faculty of Economics, VŠB-TU Ostrava, 2017, vol. 28. 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.

Advised literature

BENNINGA, Simon; MOFKADI, Tal. Principles of finance with excel. New York, NY: Oxford University Press, 2006. ISBN 978-0190296384.

BENNINGA, Simon a Benjamin CZACZKES. Financial modeling. 3rd ed. Cambridge: MIT Press, c2008. ISBN 978-0-262-02628-4.

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.