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Ukončeno v akademickém roce 2013/2014

Mathematics of Finance and Insurance

Type of study Follow-up MasterMaster
Language of instruction Czech
Code 545-0396/04
Abbreviation FPM
Course title Mathematics of Finance and Insurance
Credits 5
Coordinating department Department of Economics and Control Systems
Course coordinator RNDr. Radmila Sousedíková, Ph.D.

Osnova předmětu

1 Simple interest, discount
2 Bill
3 Treasury bill, certificate of deposit
4 Current account, current account credit, discount for prepayment
5 Compound interest, nominal and effective interest rate
6 Combination of simple a compound interest, continuous compounding, real interest rate
7 Annuities, types of annuities, present and future value of annuity
8 Debt amortization
9 Bond analysis
10 Stock analysis
11 Life insurance, life table
12 Life insurance calculation

Povinná literatura

LOVELOCK, D., M, MENDEL and A. L. WRIGHT. An Introduction to the Mathematics of Money: Saving and Investing. New York: Springer, 2010. 300 p. ISBN 978-1441922328.

Doporučená literatura

GARRETT, S. J. An Introduction to the Mathematics of Finance: A Deterministik Approach. 2nd ed. Oxford: Butterworth-Heinemann, 2013. 464 p. ISBN 978-0080982403 .