M2120 Mathematics of Finance

Faculty of Science
Spring 2005
Extent and Intensity
2/1/0. 3 credit(s) (fasci plus compl plus > 4). Type of Completion: zk (examination).
Teacher(s)
doc. RNDr. Josef Niederle, CSc. (lecturer)
Guaranteed by
doc. RNDr. Josef Niederle, CSc.
Department of Mathematics and Statistics – Departments – Faculty of Science
Contact Person: doc. RNDr. Josef Niederle, CSc.
Timetable
Fri 13:00–14:50 N21
  • Timetable of Seminar Groups:
M2120/01: Tue 11:00–11:50 UP1, J. Niederle
M2120/02: Fri 15:00–15:50 N21, J. Niederle
M2120/03: Tue 10:00–10:50 UP1, J. Niederle
Prerequisites
M1100 Mathematical Analysis I || M2510 Mathematical Analysis 2
Basic course in Mathematical Analysis.
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
Basic techniques of the mathematics of finance based on elementary calculus are presented.
Syllabus
  • Simple interest and discounting
  • Compound interest
  • Time value of money
  • Annuities and perpetuities
  • Paying off a loan
  • Probability, mean and variance
  • Bonds and stocks
  • Futures
  • Portfolios
Literature
  • CIPRA, Tomáš. Praktický průvodce finanční a pojistnou matematikou. Vyd. 1. Praha: HZ, 2000, 320 s. ISBN 80-901918-0-0. info
  • CIPRA, Tomáš. Finanční matematika v praxi. 1. vyd. Praha: HZ, 1993, 166 s. ISBN 80-901495-1-0. info
Assessment methods (in Czech)
Zkouška je písemná. Podmínkou je získání zápočtu. Do známky se započítá hodnocení průběžných testů ze cvičení, které nebudou předem ohlášeny. Pokud bude více lepších, známka se o stupeň zlepší, pokud bude více horších, známka se o stupeň zhorší. Známku E však nelze zhoršit a známka F se nemění. A... - A B
B... A B C
C... B C D
D... C D E
E... D E E
F... F F -
Language of instruction
Czech
Follow-Up Courses
Further comments (probably available only in Czech)
The course is taught annually.
Listed among pre-requisites of other courses
Teacher's information
ftp://math.muni.cz/pub/math/people/Niederle/info
The course is also listed under the following terms Spring 2008 - for the purpose of the accreditation, Spring 2011 - only for the accreditation, Spring 2000, Spring 2001, Spring 2002, Spring 2003, Spring 2004, Spring 2006, Spring 2007, Spring 2008, Spring 2009, Spring 2010, Spring 2011, Spring 2012, spring 2012 - acreditation, Spring 2013, Spring 2014, Spring 2015, Spring 2016, Spring 2017, spring 2018, Spring 2019, Spring 2020, Spring 2021, Spring 2022, Spring 2023, Spring 2024, Spring 2025.
  • Enrolment Statistics (Spring 2005, recent)
  • Permalink: https://is.muni.cz/course/sci/spring2005/M2120