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.

Osnova předmětu

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

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.

Povinná literatura

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. .
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.

Doporučená literatura

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.

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