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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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Interest models, incomes, bonds, modeling of interest rates time frame (yield curves), stocks, stock market price modeling, financial derivatives, portfolio theory models; life insurance Mathematics, calculations based on premium reserves of life and annuities insurance, mathematical modeling in casualty insurance, tariff group limiting, calculations of premiums and reserves in casualty insurance.
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Learning activities and teaching methods
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Dialogic Lecture (Discussion, Dialog, Brainstorming), Work with Text (with Book, Textbook)
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Learning outcomes
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To understand the theoretical basis of financial and insurance mathematics
Understanding To understand the theoretical basis of financial and insurance mathematics.
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Prerequisites
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Master's degree in mathematics.
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Assessment methods and criteria
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Oral exam
Exam: to know and to understand the subject
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Recommended literature
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Cipra, T. (2000). Matematika cenných papírů. HZ, Praha.
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F. Čámský. (2001). Teorie portfolia. MU Brno.
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H.U. Gerber. (1995). Life Insurance Mathematics. Springer.
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M.W. Barter, A.J.O. Rennie. (1996). Financial Calculus. Cambridge University Press.
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T. Cipra. (1999). Pojistná matematika - teorie a praxe. Ekopress.
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T. Cipra. (1991). Teorie rizika v neživotním pojištění. MFF UK a Česká pojišťovna, Praha.
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Z. Zmeškal. (2002). Finanční modely. VŠB-TU Ostrava.
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