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Last update: Kubová Petra Ing. (01.05.2019)
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Last update: Kubová Petra Ing. (01.05.2019)
Students will be able to:
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Last update: Kubová Petra Ing. (01.05.2019)
Z: Simerská C., Finanční matematika, skripta, VŠCHT Praha, 2014, ISBN 978-80-7080-915-0 R: Radová J., Dvořák P., Málek J., Finanční matematika pro každého, Grada, 2005,ISBN 80-247-1230-X R: Cipra T., Praktický průvodce finanční a pojistnou matematikou, EKOPRESS, 2005, ISBN 80-86119-91-2 A: M. Capinski, T. Zastawniak, Mathematics for Finance : An Introduction to Financial Engineering. Springer-Verlag, 2003, ISBN 1852333308 A: S. G. Kellison, The theory of interest, 3rd ed., McGraw-Hill, 2009. ISBN 978-007-127627-6. |
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Last update: Kubová Petra Ing. (01.05.2019)
http://www.vscht.cz/mat/FM/Financni.pdf sample test: http://www.vscht.cz/mat/Info.html |
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Last update: Kubová Petra Ing. (01.05.2019)
1. Basic Notions. Present value of money. 2. Simple Interest, Discount. Acumulation function. 3. Compound and Continuous Interest. Efective Interest. 4. Risk and Risk-free Assets. 5. Examples of financial products. 6. A Simple Market Model, Arbitrage. 7. Financial derivatives. Forward. 8. Option. Black-Scholes Model. 9. Inflation. 10. Investments Decision. PV, IRR. 11. Cash Flows, RPSN number. 12. Annuities, Mortgage. 13. Bonds, Yield. Term Structure. 14. Duration.
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Last update: Kubová Petra Ing. (01.05.2019)
Mathematics I |