|
Lecturer(s)
|
-
Papoušková Monika, Ing.
-
Šulista Milan, doc. RNDr. CSc.
-
Boháčová Hana, Mgr. Ph.D.
-
Heckenbergerová Jana, Mgr. Ph.D.
|
|
Course content
|
unspecified
|
|
Learning activities and teaching methods
|
|
Monologic (reading, lecture, briefing), Work with text (with textbook, with book), Methods of individual activities, Skills training
|
|
Learning outcomes
|
Students will be able to apply obtained skills in solving concrete mathematical, technical and economic problems.
|
|
Prerequisites
|
Supposes knowledge secondary mathematics to the extent of warps secondary school and inclusion from subject mathematical seminar.
|
|
Assessment methods and criteria
|
Written examination, Home assignment evaluation, Didactic test
Assignment - active participation in seminars and elaboration of engaged tasks. Passing written test with evaluation at least 40%. Examination - passing written test with evaluation at least 50%. The test consists of 4 calculus tasks and 5 theoretic questions.
|
|
Recommended literature
|
-
Cipra, Tomáš. Finanční a pojistné vzorce. Praha: Grada, 2006. ISBN 80-247-1633-X.
-
Lin, X. Sheldon. Introductory stochastic analysis for finance and insurance. Hoboken: Wiley-Interscience, 2006. ISBN 0-471-71642-1.
-
Rolski, Tomasz. Stochastic processes for insurance and finance. Chichester: John Wiley & Sons, 1999. ISBN 0-471-95925-1.
-
Stochastic modeling:. Theory and reality from an actuarial perspective. 1 st edition. Ottawa: Association Actuarielle Internationale, 2010. ISBN 978-0-9813968-1-1.
-
Zmeškal, Zdeněk. Finanční modely. Praha: Ekopress, 2004. ISBN 80-86119-87-4.
|