PřF:M7772 Mathem. techniques in finance - Course Information
M7772 Mathematical techniques in finance
Faculty of ScienceAutumn 2012
- Extent and Intensity
- 2/0. 2 credit(s) (příf plus uk k 1 zk 2 plus 1 > 4). Type of Completion: z (credit).
- Teacher(s)
- prof. Ing. Aleš Černý, Ph.D. (lecturer)
- Guaranteed by
- doc. RNDr. Martin Kolář, Ph.D.
Supplier department: Departments – Faculty of Science - Course Enrolment Limitations
- The course is also offered to the students of the fields other than those the course is directly associated with.
The capacity limit for the course is 40 student(s).
Current registration and enrolment status: enrolled: 0/40, only registered: 0/40, only registered with preference (fields directly associated with the programme): 0/40 - fields of study / plans the course is directly associated with
- Financial and Insurance Mathematics (programme PřF, B-MA)
- Finance Mathematics (programme PřF, N-MA)
- Syllabus
- Nazvy dvouprednasek: 1. Arbitraz a zajisteni v jednokrokovem modelu 2. Ocenovani derivatu ve vicekrokovem modelu 3. Z diskretniho ke spojitemu casu 4. Martingaly a Markovske procesy ve financni matematice 5. Zaklady Itova kalkulu a jeho financni aplikace
- Language of instruction
- Czech
- Further Comments
- Study Materials
The course is taught only once.
- Enrolment Statistics (recent)
- Permalink: https://is.muni.cz/course/sci/autumn2012/M7772