Financial and Actuarial Mathematics

Lecturer:

Miroslav Sůra

Tutor:

Miroslav Sůra

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:

Time-table for winter semester 2011/2012:

Time-table is not available yet

Time-table for summer semester 2011/2012:

	06:00–08:0008:00–10:0010:00–12:0012:00–14:0014:00–16:0016:00–18:0018:00–20:0020:00–22:0022:00–24:00
Mon	roomTH:B-467 Sůra M. 12:00–13:50 (lecture parallel1 parallel nr.101) Thákurova 7 (FSv-budova A) B467roomTH:B-480 Sůra M. 18:00–19:50 EVEN WEEK (lecture parallel1) Thákurova 7 (FSv-budova A) B480
Tue	roomTH:B-467 Sůra M. 10:00–11:50 (lecture parallel1 parallel nr.194) Thákurova 7 (FSv-budova A) B467roomTH:B-467 Sůra M. 16:00–17:50 (lecture parallel1 parallel nr.103) Thákurova 7 (FSv-budova A) B467
Fri
Thu
Fri

The course is a part of the following study plans: