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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2019/2020

Financial and Actuarial Mathematics

The course is not on the list Without time-table
Code Completion Credits Range Language
128FPM Z 3 1P+2C Czech
Lecturer:
Tutor:
Supervisor:
Department of Applied Informatics
Synopsis:

Simple interest and simple discounting - calculation and application. Compound interest - principle, calculation, application. Pensions, the debt amortization. The investment decision. The portfolio analysis, the risk analysis. Interest rate and cash flow as random variables. Mortality tables, insurance of persons (life i., etc.) calculation and property insurance. Applications in the civil life and company insurance.

Requirements:

No prerequisities.

Syllabus of lectures:
Syllabus of tutorials:
Study Objective:

To learn about financial-mathematical and actuarial calculation with the emphasis on business management and decision making.

Study materials:

Cipra, T.: Praktický průvodce finanční a pojistnou matematikou. Nakladatelství HZ, Praha 1995.

Walter, J.: Finanční a pojistná matematika. VŠE, Praha 1994.

Mc Cutcheon, J.J., Scott, W.F.: An Introduction to the Mathematics of Finance. Heinemann 1986.

Note:
Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2020-07-06
For updated information see http://bilakniha.cvut.cz/en/predmet24844605.html