Terminated in academic year 2013/2014

Mathematics of Finance and Insurance

Type of study	MasterFollow-up Master
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.

Subject syllabus

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

Literature

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.

Advised literature

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

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