XAMAE Mathematical Applications in Economics

Moravská vysoká škola Olomouc
zima 2024

Předmět se v období zima 2024 nevypisuje.

Rozsah
0/0. 3 kr. Ukončení: zk.
Vyučující
doc. RNDr. Martina Pavlačková, Ph.D. (cvičící)
Garance
doc. RNDr. Martina Pavlačková, Ph.D.
Omezení zápisu do předmětu
Předmět je otevřen studentům libovolného oboru.
Cíle předmětu
The aim of the course is to provide students with exact tools for applying mathematics in financial field, all of which can be immediately used in the field of economy and management. The course also focuses on software tools that can be used with these applications. Having completed the course, students are able to: explain the basics of financial mathematics and various principles of determining interest rates, using these principles in basic case studies from the field of financial mathematics, and apply the gained knowledge to other issues in finance and banking. The course also focuses on the analysis of individual options to ensure correct financial decision-making.
Osnova
  • 1. Time Series and their application
  • 2. Indices
  • 3. Basic terms in financial mathematics
  • 4. Sequences
  • 5. Simple interest and its application
  • 6. Compound interest
  • 7. Investment decision-making
  • 8. Savings
  • 9. Pensions
  • 10. Loan repayment
  • 11. Bonds and shares
  • 12. Using Wolfram Alpha in mathematical applications
Literatura
    povinná literatura
  • FUNIOKOVÁ, T. Introduction to Financial Mathematics. 1st ed. Ostrava: VŠB-TU Ostrava, 2017. info
  • ABELL, M. L. a P. BRASELTON. Mathematica by Example. 5th ed. Amsterdam: Academic Press, 2017, 574 s. ISBN 978-0-12-374318-3. info
  • PETTERS, A. O. a X. DONG. An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition. 1st ed. Switzerland: Springer, 2016, 483 s. ISBN 978-1-4939-3781-3. info
  • KOČENDA, E. a A. ČERNÝ. Elements of Time Series Econometrics: An Applied Approach. 3rd ed. Prague: Charles University in Prague, Karolinum Press, 2015, 220 s. ISBN 978-80-246-3199-8. info
  • BUCHANAN, J.R. An Undergraduate Introduction to Financial Mathematics. 3rd ed. Hackensack, NJ: World Scientific Pub., 2012, 464 s. ISBN 978-981-4407-44-1. info
  • ADAMEC, V. Applied Statistics. 1st ed. Brno: Mendelova univerzita, 2010, 119 s. ISBN 978-80-7375-455-6. info
    doporučená literatura
  • STÁDNÍK, B. Financial Engineering of Bonds. 1st ed. Prague: Oeconomica, 2016, 153 s. ISBN 978-80-245-2179-4. info
  • ZELINKA, J. a M. ŘEZÁČ. (ed.). Workshop Financial Mathematics in Practice II: Book of Short Papers : Svratka, September 11-13, 2012. 1st ed. Brno: Masaryk University, 2013, 94 s. ISBN 978-80-210-6176-7. info
  • ADAMS, A. T. Investment Mathematics. 1st ed. Hoboken, NJ: J. Wiley, 2002, 350 s. ISBN 978-0-471-99882-2. info
Metody hodnocení
Course credit: active participation in the practical seminars + seminar tests. Examination: written examination (60% of the overall assessment), oral examination (40% of the overall assessment).
Vyučovací jazyk
Angličtina
Další komentáře
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