PMFMAA Financial Mathematics

Faculty of Economics and Administration
Spring 2007
Extent and Intensity
1/2/0. 4 credit(s). Type of Completion: zk (examination).
Teacher(s)
RNDr. Václav Studený, Ph.D. (lecturer)
Guaranteed by
RNDr. Václav Studený, Ph.D.
Department of Applied Mathematics and Computer Science – Faculty of Economics and Administration
Contact Person: Mgr. Jaroslava Žgáničová
Course Enrolment Limitations
The course is only offered to the students of the study fields the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
Financial Mathematics (PMFMAA) This comprehensive course in financial mathematics aims to present the student with basic terms of financial mathematics, such as simple and compound interest calculations, time value of money, saving, annuity, debt amortization, etc. The explanation will be complemented by a number of practical tasks. Examination: written and oral.
Syllabus
  • Essential mathematics exponential and logarithmic functions (grammar school knowledge). Inflace index of prices real and nominal value rate of inflation, average inflation real value of free interest saving Interest of constant amounts plain picevise constant, linear compound picevise constant, picevise linear, exponential of not constant amounts savings pensions amortization Notices about real cases (saving, leasing, bill, securities, share)
Literature
  • DUPAČOVÁ, Jitka and Jann HURT. Stochastic Modeling in economics and Finance. Kluwert Academic Publishers, 2002, 386 pp. ISBN 1402008406. info
Assessment methods (in Czech)
20 hours of consultation & examination (computation of examples, 90 minutes).
Language of instruction
English
Further comments (probably available only in Czech)
The course is taught annually.
The course is taught: every week.
Information on course enrolment limitations: Tento předět je v období jaro 2005 určen pouze pro zahraniční studenty
The course is also listed under the following terms Spring 2004, Autumn 2004, Spring 2005, Autumn 2005, Spring 2006, Autumn 2006, Autumn 2007, Spring 2008, Autumn 2008, Spring 2009.
  • Enrolment Statistics (Spring 2007, recent)
  • Permalink: https://is.muni.cz/course/econ/spring2007/PMFMAA