Financial Mathematic
| Type of study | Bachelor |
|---|---|
| Language of instruction | Czech |
| Code | 545-0172/01 |
| Abbreviation | FM |
| Course title | Financial Mathematic |
| Credits | 4 |
| Coordinating department | Department of Economics and Control Systems |
| Course coordinator | RNDr. Radmila Sousedíková, Ph.D. |
Subject syllabus
1. Simple interest, discount
2. Short-term securities
3. Current and overdraft accounts
4. Discount
5. Compound interest
6. Mixed interest
7. Nominal and real interest rates
8. Present and future value of an annuity
9. Different types of annuity problems
10. Amortisation of debt by unequal instalments
11. Amortization of debt by equal instalments
12. Bonds
13. Stocks
2. Short-term securities
3. Current and overdraft accounts
4. Discount
5. Compound interest
6. Mixed interest
7. Nominal and real interest rates
8. Present and future value of an annuity
9. Different types of annuity problems
10. Amortisation of debt by unequal instalments
11. Amortization of debt by equal instalments
12. Bonds
13. Stocks
E-learning
The Moodle Learning Management System (lms.vsb.cz) is used to communicate beyond the scope of attendance at present, through which communication is made not only between the teacher and students, but also between the students.
Literature
CIPRA, Tomáš. Practical guide to financial and insurance mathematics. Jesenice: Ekopress, 2020. ISBN 978-80-87865-67-5.
PETTERS, Arlie O. and Xiaoying DONG. An introduction to mathematical finance with applications: understanding and building financial intuition. Švýcarsko: Springer, 2016. ISBN 978-1-4939-3781-3.
JACQUES, Ian. Mathematics for economics and business. Harlow: Pearson, 2013. ISBN 978-0-273-76356-7.
LOVELOCK, David, Marilou MENDEL and Larry WRIGHT. An introduction to the mathematics of money: saving and investing. New York: Springer, c2010. ISBN 978-1-4419-2232-8.
PETTERS, Arlie O. and Xiaoying DONG. An introduction to mathematical finance with applications: understanding and building financial intuition. Švýcarsko: Springer, 2016. ISBN 978-1-4939-3781-3.
JACQUES, Ian. Mathematics for economics and business. Harlow: Pearson, 2013. ISBN 978-0-273-76356-7.
LOVELOCK, David, Marilou MENDEL and Larry WRIGHT. An introduction to the mathematics of money: saving and investing. New York: Springer, c2010. ISBN 978-1-4419-2232-8.
Advised literature
HASTINGS, Kevin J. Financial mathematics: from discrete to continuous time. Boca Raton: CRC Press, Taylor & Francis Group, 2023. ISBN 978-1-498-78040-7.
FUNIOKOVÁ, Taťána. Introduction to financial mathematics. Ostrava: VŠB-TU Ostrava, 2017. ISBN 978-80-248-4081-9.
HENRY-LABORDERE, Pierre. Analysis, geometry, and modeling in finance: advanced methods in option pricing. Boca Raton: CRC Press, 2009. ISBN 978-1-4200-8699-7.
ROMAN, Steven. Introduction to the mathematics of finance: from risk management to options pricing. New York: Springer, 2004. ISBN 0-387-21364-3.
FUNIOKOVÁ, Taťána. Introduction to financial mathematics. Ostrava: VŠB-TU Ostrava, 2017. ISBN 978-80-248-4081-9.
HENRY-LABORDERE, Pierre. Analysis, geometry, and modeling in finance: advanced methods in option pricing. Boca Raton: CRC Press, 2009. ISBN 978-1-4200-8699-7.
ROMAN, Steven. Introduction to the mathematics of finance: from risk management to options pricing. New York: Springer, 2004. ISBN 0-387-21364-3.