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Lecturer(s)
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Jindrová Pavla, Mgr. Ph.D.
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Sekerka Bohuslav, prof. RNDr. CSc.
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Course content
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Attributes of money, financial market, money supply and demand. Time plan, interest rate. Bearing interest before and after term in the period of unit length, simple and compound interest. Cash flow and its value. Importance of savings, models of savings. Conception of income, models of incomes. Credits and its attributes, schedule of payments, models of credit repayments, leasing, factoring, forfaiting. Prices of bonds and T-bills Price models of shares. Price of option of shares. Forwards, derivatives. Black-Shoesequation for option price. Statistic analysis of portfolia. Control of finantial risk.
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Learning activities and teaching methods
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Monologic (reading, lecture, briefing), Dialogic (discussion, interview, brainstorming), Work with text (with textbook, with book)
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Learning outcomes
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The aim of the course is to acquaint the students with financial and actuarial mathematics and basic knowledge and methods of this discipline. The accent is put on the ability to use acquired knowledge in various spheres of the economic theory and practice.
Students will be able to use acquired knowledge not only in the applications of the financial and actuarial mathematics but also in other related specializations. Furthermore, they will formulate alternative approaches and suitable methods and properly present final solutions and defend it with necessary arguments.
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Prerequisites
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unspecified
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Assessment methods and criteria
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Oral examination, Written examination, Student performance assessment
The graded assignment is granted upon completion of the following conditions: attendance at seminars and passing all written tests, eventually oral examination if necessary.
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Recommended literature
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CIPRA, T.:. Finanční a pojistné vzorce. Praha: Grada Publishing, 2006.
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CIPRA, T.:. Matematika cenných papírů. Praha: HZ, 2000.
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MACHÁČEK, O.:. Finanční a pojistná matematika. Praha: Prospektum, 2001.
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RADOVÁ, J., DVOŘÁK, P.:. Finanční matematika pro každého. Praha: Grada, 2007.
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SEKERKA, B. a kol.:. Bankovní transakce pro kombinovanou formu studia. Pardubice: Univerzita Pardubice.
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SEKERKA, B., JINDROVÁ, P.:. Finanční a pojistná matematika. Pardubice: Univerzita Pardubice, 2005.
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