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Lecturer(s)
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Pavlačka Ondřej, RNDr. Ph.D.
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Course content
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1. Introduction to Financial Mathematics; Simple interest 2. Applications of simple interest. 3. Simple discount and its applications. 4. Compound interest. 5. Cash flow systems, evaluation of investments. 6. Annuities and perpetuities. 7. Debt amortization methods. 8. Bonds. 9. Stocks. 10. Exchange rate, forward contracts. 11. Futures, swap contracts, options. 12. Introduction to portfolio theory.
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Learning activities and teaching methods
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Lecture, Demonstration, Projection (static, dynamic)
- Preparation for the Course Credit
- 20 hours per semester
- Preparation for the Exam
- 40 hours per semester
- Attendace
- 39 hours per semester
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Learning outcomes
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To know principles and techniques of basic financial calculations
Comprehension, application To be able to use theoretical methods in solving practical problems of saving, investments, credits, securities, exchange rate, event. other bank products.
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Prerequisites
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Basic calculus (KMA/M1N).
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Assessment methods and criteria
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Student performance
Credit: the student has to pass the written test.
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Recommended literature
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Bohanesová, E. (2013). Finanční matematika. Olomouc: Univerzita Palackého v Olomouci.
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E. Bohanesová. (2006). Finanční matematika I. Olomouc, PřF UP.
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H. U. Gerber. (1995). Life Insurance Mathematics. Springer.
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R. Ptáček, P. Borkovec, P. Toman. (2004). Finanční trhy - cvičení. Skriptum. Mendelova zemědělská a lesnická fakulta, Brno.
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Radová, Dvořák. Finanční matematika pro každého. Grada.
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T. Cipra. (1998). Praktický průvodce finanční a pojistnou matematikou. HZ, Praha.
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T. Tepper, M. Kápl. (1994). Peníze a vy. Prospektrum Praha.
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