151-0518 – Finanční matematika (FM)

Garantující katedra	Katedra matematických metod v ekonomice
Garant předmětu	Mgr. Taťána Funioková, Ph.D.
Úroveň studia	pregraduální nebo graduální

Verze předmětu
Kód verze	Rok zavedení	Rok zrušení	Kredity
151-0518/01	2007/2008	2020/2021	4
151-0518/02	2007/2008	2019/2020	4
151-0518/03	2019/2020		4

Cíle předmětu vyjádřené dosaženými dovednostmi a kompetencemi

The main objective of the course is to help students understand the current concepts of finance, by solving specific problems. After completing this course the student will be able to classify and develop its current knowledge of valuation not only of various securities and get acquainted with issues of bond portfolio immunization, practical portfolios risk measurement and diversification. We focus on application of basic financial decision-making procedures based on the concept of time value of money with use of the MS Excel spreadsheet, including its Solver Add-in.

Vyučovací metody

Přednášky
Individuální konzultace
Cvičení (v učebně)
Projekt
Ostatní aktivity

Anotace

The aim is to acquaint the students with the fundamentals of saving and investing that are of long-life practical use. These include savings accounts, annuities, loans, certificates of deposit, and buying and selling bonds or stocks including a bond portfolio target date immunization and an introduction to stock portfolio optimization. For all the problems a mathematical background, as well as an implementation using Microsoft Excel is introduced.

Povinná literatura:

FUNIOKOVÁ, Taťána. Introduction to financial mathematics. Ostrava: VŠB-TU Ostrava, 2017. Series of Economics Textbooks, Faculty of Economics, VŠB-TU Ostrava, 2017, vol. 28. ISBN 978-80-248-4081-9. LOVELOCK, David, Marilou MENDEL a A. Larry WRIGHT. An introduction to the mathematics of money: saving and investing. New York: Springer, c2010. ISBN 978-1-4419-2232-8.

Doporučená literatura:

BENNINGA, Simon; MOFKADI, Tal. Principles of finance with excel. New York, NY: Oxford University Press, 2006. ISBN 978-0190296384. BENNINGA, Simon a Benjamin CZACZKES. Financial modeling. 3rd ed. Cambridge: MIT Press, c2008. ISBN 978-0-262-02628-4. BREALEY, Richard A., Stewart C. MYERS a Franklin ALLEN. Principles of corporate finance. 11th global ed. Maidenhead: McGraw-Hill Education, c2014. McGraw-Hill series in finance, insurance, and real estate. ISBN 978-0-07-715156-0.

Prerekvizity

Předmět nemá žádné prerekvizity.

Korekvizity

Předmět nemá žádné korekvizity.