Lecturer(s)


Bohanesová Eva, Mgr. Ph.D.

Course content

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.

Learning activities and teaching methods

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

Learning outcomes

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.

Prerequisites

Basic calculus (KMA/M1N).

Assessment methods and criteria

Student performance
Credit: the student has to pass the written test.

Recommended literature


Bohanesová, E. (2013). Finanční matematika. Olomouc: Univerzita Palackého v Olomouci.

E. Bohanesová. (2006). Finanční matematika I. Olomouc, PřF UP.

H. U. Gerber. (1995). Life Insurance Mathematics. Springer.

R. Ptáček, P. Borkovec, P. Toman. (2004). Finanční trhy  cvičení. Skriptum. Mendelova zemědělská a lesnická fakulta, Brno.

Radová, Dvořák. Finanční matematika pro každého. Grada.

T. Cipra. (1998). Praktický průvodce finanční a pojistnou matematikou. HZ, Praha.

T. Tepper, M. Kápl. (1994). Peníze a vy. Prospektrum Praha.
