FINKFMA Finance and Insurance Mathematics A

School of Business Administration in Karvina
Winter 2008
Extent and Intensity
0/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
RNDr. Jarmila Šlechtová (lecturer)
Guaranteed by
RNDr. Jarmila Šlechtová
Department of Finance and Accounting – School of Business Administration in Karvina
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
  • Finance (programme OPF, B_HOSPOL)
Course objectives
The goal of the course is to explain the mathematical applications for a branch of finance. This course covers the operations which are connected with the possibilities to utilize the mathematics for a simple interest and a compound interest, savings, the calculations of rents, credits, calculations of the concurrently value for the stocks and the value bills, for a conversion of an available capital on foreign currency, for the forward transactions with the securities. The audience will be in a position to recognize how an actuary enters into an interaction with the mathematical economics, econometrics, mathematical and an economic statistics.
Syllabus (in Czech)
  • 1. Historie finanční i pojistné matematiky
    2. Základní pojmy finanční a pojistné matematiky
    3. Matematické pojmy
    4. Jednoduché úrokování
    5. Krátkodobé cenné papíry
    6. Složené úrokování
    7. Úroková míra
    8. Spoření
    9. Důchody
    10. Časová hodnota peněz
    11. Dlouhodobé cenné papíry
    12. Riziko ve finanční matematice
    13. Finanční a časové řady
Literature
    required literature
  • CIPRA, T. Finanční a pojistné vzorce. Praha: GRADA Publishing, 2006. ISBN 80-247-1633-X. info
  • ŠLECHTOVÁ, J. Finanční a pojistná matematika. Karviná SU OPF, 2005. ISBN 80-7248-336-6. info
  • ARTL, J., ARTLOVÁ, M. Finanční časové řady. Praha: GRADA, 2003. ISBN 80-247-0330-0. info
  • RADOVÁ, J., DVOŘÁK, P. Finanční matematika pro každého. Praha: GRADA Publishing, 2001. ISBN 80-247-9015-7. info
    recommended literature
  • CIPRA, T. Pojistná matematika-teorie a praxe. Praha: EKOPRESS, 1999. ISBN 80-86119-17-3. info
  • CIPRA, T. Finanční matematika v praxi. Praha: HZ, 1994. ISBN 80-901495-7-X. info
  • WALTER, J. Finanční a pojistná matematika. Praha: VŠE, 1993. info
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: Přednáška 8 HOD/SEM.
The course is also listed under the following terms Winter 2007, Winter 2009, Winter 2010, Winter 2011, Winter 2012, Winter 2013.
  • Enrolment Statistics (Winter 2008, recent)
  • Permalink: https://is.slu.cz/course/opf/winter2008/FINKFMA