151-0077/02 – Financial Mathematics (FM077)

Gurantor departmentDepartment of Mathematical Methods in EconomicsCredits2
Subject guarantorRNDr. Danuše Bauerová, Ph.D.Subject version guarantorRNDr. Danuše Bauerová, Ph.D.
Study levelundergraduate or graduateRequirementChoice-compulsory
Year4Semestersummer
Study languageCzech
Year of introduction2000/2001Year of cancellation2009/2010
Intended for the facultiesEKFIntended for study typesBachelor
Extent of instruction for forms of study
Form of studyWay of compl.Extent
Full-time Credit and Examination 2+1

Subject aims expressed by acquired skills and competences

Nevyučovaný předmět.

Teaching methods

Summary

The subject deepens students’ knowledge of the Economics realm and leads it to the level of accurate mathematical comprehension. It teaches students finding out and thinking of clear arguments for the justification of various economic phenomena. In the name of this aim, it shows students the procedures which they can use their knowledge of Economics and mathematical and logical apparatus for. This course is taught as the web-based training with Learning Management System MOODLE.

Compulsory literature:

Stephen G. Kellison: Theory of Interest, McGraw-Hill/Irwin; 2nd edition (May 1, 1991), ISBN: 0256091501. R.A. Brealey, S.C: Myers, Principles of Corporate Finance, Fourth Edition, McGraw-Hill, International Edition, 1991, ISBN 0-07007405-4.

Recommended literature:

Nevyučovaný předmět.

Way of continuous check of knowledge in the course of semester

E-learning

Další požadavky na studenta

Prerequisities

Subject has no prerequisities.

Co-requisities

Subject has no co-requisities.

Subject syllabus:

Obsah přednášek: 1. Jednoduché úrokování • Jednoduchý úrok • Bankovní diskont 2. Některé krátkodobé cenné papíry 3. Složené úrokování • Složený úrok a současná hodnota • Spojité úročení • Inflace a její vztah k úrokovým sazbám a cenám cenných papírů, reálná úroková míra 4. Časová hodnota peněz a investiční rozhodování • Hodnotová rovnice • Výnosnost 5. Spoření • Spoření krátkodobé • Spoření dlouhodobé 6. Kombinace krátkodobého a dlouhodobého spoření 7. Důchod • Současná a koncová hodnota důchodu 8. Umořování dluhu • Úmor dluhu nestejnými splátkami • Úmor dluhu stejnými splátkami • Určení počtu anuit 9. Modely důchodů a půjček 10. Analýza cenných papírů • Obligace • Akcie • Termínové obchody 11. Úvod do rizika • Měření rizika portfolia 12. Snižování rizika diverzifikací • Ovlivňování rizika portfolia jednotlivými cennými papíry • Diverzifikace a aditivita hodnot 13. Riziko a výnos • Vztah mezi rizikem a výnosem 14. Prezentace prací studentů v týmech

Conditions for subject completion

Full-time form (validity from: 1960/1961 Summer semester)
Task nameType of taskMax. number of points
(act. for subtasks)
Min. number of points
Exercises evaluation and Examination Credit and Examination 100 (145) 51
        Examination Examination 100  0
        Exercises evaluation Credit 45  0
Mandatory attendence parzicipation:

Show history

Occurrence in study plans

Academic yearProgrammeField of studySpec.FormStudy language Tut. centreYearWSType of duty
2004/2005 (M6202) Economic Policy and Administration (6202T027) National Economy P Czech Ostrava 3 Choice-compulsory study plan
2004/2005 (M6202) Economic Policy and Administration (6202T010) Finance P Czech Ostrava 4 Choice-compulsory study plan
2004/2005 (M6202) Economic Policy and Administration (6210T004) European Integration (01) European Integration P Czech Ostrava 4 Choice-compulsory study plan
2004/2005 (M6202) Economic Policy and Administration (6202T055) Public Economics and Administration P Czech Ostrava 3 Choice-compulsory study plan
2004/2005 (M6202) Economic Policy and Administration (6202T040) Regional Development (01) Regional Development P Czech Ostrava 3 Choice-compulsory study plan
2004/2005 (M6208) Business and Management (6208T011) Economics and Law in Business P Czech Ostrava 3 Choice-compulsory study plan
2004/2005 (M6208) Business and Management (6208T086) Enterprise Economics and Management P Czech Ostrava 3 Choice-compulsory study plan
2004/2005 (M6208) Business and Management (6208T062) Marketing and Business (01) Marketing and Business P Czech Ostrava 3 Choice-compulsory study plan
2004/2005 (M6208) Business and Management (6208T037) Management (02) Management P Czech Ostrava 3 Choice-compulsory study plan
2004/2005 (M6209) Systems Engineering and Informatics (6209T025) System Engineering and Informatics P Czech Ostrava 3 Choice-compulsory study plan
2004/2005 (M6209) Systems Engineering and Informatics (6201T004) Economics P Czech Ostrava 3 Choice-compulsory study plan
2003/2004 (M6202) Economic Policy and Administration (6202T027) National Economy P Czech Ostrava 3 Choice-compulsory study plan
2003/2004 (M6202) Economic Policy and Administration (6202T010) Finance P Czech Ostrava 4 Choice-compulsory study plan
2003/2004 (M6202) Economic Policy and Administration (6210T004) European Integration (01) European Integration P Czech Ostrava 4 Choice-compulsory study plan
2003/2004 (M6202) Economic Policy and Administration (6202T055) Public Economics and Administration P Czech Ostrava 3 Choice-compulsory study plan
2003/2004 (M6202) Economic Policy and Administration (6202T040) Regional Development (01) Regional Development P Czech Ostrava 3 Choice-compulsory study plan
2003/2004 (M6208) Business and Management (6208T011) Economics and Law in Business P Czech Ostrava 3 Choice-compulsory study plan
2003/2004 (M6208) Business and Management (6208T086) Enterprise Economics and Management P Czech Ostrava 3 Choice-compulsory study plan
2003/2004 (M6208) Business and Management (6208T062) Marketing and Business (01) Marketing and Business P Czech Ostrava 3 Choice-compulsory study plan
2003/2004 (M6208) Business and Management (6208T037) Management (02) Management P Czech Ostrava 3 Choice-compulsory study plan
2003/2004 (M6209) Systems Engineering and Informatics (6209T025) System Engineering and Informatics P Czech Ostrava 3 Choice-compulsory study plan
2002/2003 (M6202) Economic Policy and Administration (6202T027) National Economy P Czech Ostrava 3 Choice-compulsory study plan
2002/2003 (M6202) Economic Policy and Administration (6202T010) Finance P Czech Ostrava 4 Choice-compulsory study plan
2002/2003 (M6202) Economic Policy and Administration (6210T004) European Integration (01) European Integration P Czech Ostrava 4 Choice-compulsory study plan
2002/2003 (M6202) Economic Policy and Administration (6202T055) Public Economics and Administration P Czech Ostrava 3 Choice-compulsory study plan
2002/2003 (M6202) Economic Policy and Administration (6202T040) Regional Development (01) Regional Development P Czech Ostrava 3 Choice-compulsory study plan
2002/2003 (M6208) Business and Management (6208T011) Economics and Law in Business P Czech Ostrava 3 Choice-compulsory study plan
2002/2003 (M6208) Business and Management (6208T086) Enterprise Economics and Management P Czech Ostrava 3 Choice-compulsory study plan
2002/2003 (M6208) Business and Management (6208T062) Marketing and Business (01) Marketing and Business P Czech Ostrava 3 Choice-compulsory study plan
2002/2003 (M6208) Business and Management (6208T037) Management (02) Management P Czech Ostrava 3 Choice-compulsory study plan
2002/2003 (M6209) Systems Engineering and Informatics (6209T025) System Engineering and Informatics P Czech Ostrava 3 Choice-compulsory study plan
2001/2002 (M6202) Economic Policy and Administration (6202T027) National Economy P Czech Ostrava 4 Choice-compulsory study plan
2001/2002 (M6202) Economic Policy and Administration (6202T010) Finance P Czech Ostrava 4 Choice-compulsory study plan
2001/2002 (M6202) Economic Policy and Administration (6210T004) European Integration (01) European Integration P Czech Ostrava 4 Choice-compulsory study plan
2001/2002 (M6202) Economic Policy and Administration (6202T055) Public Economics and Administration P Czech Ostrava 4 Choice-compulsory study plan
2001/2002 (M6202) Economic Policy and Administration (6202T040) Regional Development (01) Regional Development P Czech Ostrava 3 Choice-compulsory study plan
2001/2002 (M6208) Business and Management (6208T011) Economics and Law in Business P Czech Ostrava 3 Choice-compulsory study plan
2001/2002 (M6208) Business and Management (6208T086) Enterprise Economics and Management P Czech Ostrava 4 Choice-compulsory study plan
2001/2002 (M6208) Business and Management (6208T062) Marketing and Business (01) Marketing and Business P Czech Ostrava 4 Choice-compulsory study plan
2001/2002 (M6208) Business and Management (6208T037) Management (02) Management P Czech Ostrava 4 Choice-compulsory study plan
2001/2002 (M6209) Systems Engineering and Informatics (6209T025) System Engineering and Informatics P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6202) Economic Policy and Administration (6202T027) National Economy P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6202) Economic Policy and Administration (6202T010) Finance P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6202) Economic Policy and Administration (6210T004) European Integration (01) European Integration P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6202) Economic Policy and Administration (6202T055) Public Economics and Administration P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6202) Economic Policy and Administration (6202T040) Regional Development (01) Regional Development P Czech Ostrava 3 Choice-compulsory study plan
2000/2001 (M6208) Business and Management (6208T011) Economics and Law in Business P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6208) Business and Management (6208T086) Enterprise Economics and Management P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6208) Business and Management (6208T062) Marketing and Business (01) Marketing and Business P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6208) Business and Management (6208T037) Management (02) Management P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6209) Systems Engineering and Informatics (6209T025) System Engineering and Informatics P Czech Ostrava 4 Choice-compulsory study plan

Occurrence in special blocks

Block nameAcademic yearForm of studyStudy language YearWSType of blockBlock owner