Mathematics of finance
Course: Systems and methods of decision making
Structural unit: Faculty of Computer Science and Cybernetics
Title
Mathematics of finance
Code
ННД.07
Module type
Обов’язкова дисципліна для ОП
Educational cycle
Second
Year of study when the component is delivered
2023/2024
Semester/trimester when the component is delivered
3 Semester
Number of ECTS credits allocated
3
Learning outcomes
Know the formulation and means of solving problems of financial mathematics, methods and practices of using financial and economic calculations in solving specific problems. Be able to accrue interest, summarize the characteristics of payment flows, conduct quantitative analysis of financial and credit transactions, evaluate the effectiveness of short-term instruments and long-term financial transactions, including productive investments.
Form of study
Full-time form
Prerequisites and co-requisites
Know: the formulation and means of solving problems of financial mathematics, methods and practices of using financial and economic calculations in solving specific problems.
Be able to: accrue interest, summarize the characteristics of payment flows, conduct a quantitative analysis of financial and credit transactions, evaluate the effectiveness of short-term instruments and long-term financial transactions, including productive investments.
Possess basic skills: mastering the skills of quantitative analysis of financial transactions of theoretical and practical nature.
Course content
Acquisition by students of basic knowledge about methods of modeling of processes of arbitrary nature, which take place in conditions of uncertainty, with the help of Bayesian networks, solving problems of forecasting, medical and technical diagnostics, making managerial decisions, automatic control.
Recommended or required reading and other learning resources/tools
1. Bocharov P.P., Kasimov Yu.F. Financial Mathematics. -M .: Fizmatlit, 2007. - 576 p.
2. Malykhin V.I. Financial Mathematics. - M., 2003. - 237 p.
3. Kirlitsa V.P. Financial mathematics. Guide to solving problem. - Minsk.
4. Melkumov Ya.S. Financial calculations. Theory and practice: A textbook. - M .: INFRA-M, 2002. - 384 p.
5. Financial Statistics: Textbook / p / ed. V.N. Salina. - M .: Fin. i stat., 2000. - 816 p.
6. Watsham T.J. Quantitative methods in finance: Textbook. manual for universities / Translated from English. under ed. MR Efimova; T. J. Watsham; K. Parramou. - M .: Finance, UNITI, 1999. - 528 p.
7. Shiryaev A.N. Fundamentals of stochastic financial mathematics. in 2 volumes - M. MCNMO, 2016.
8. Kochovich E. Financial mathematics: with problems and solutions.- M .: Finance and statistics, 2004. - 384 p.
Planned learning activities and teaching methods
Lecture, practical, test work, independent work.
Assessment methods and criteria
Test work, test.
Language of instruction
ukrainian
Lecturers
This discipline is taught by the following teachers
Departments
The following departments are involved in teaching the above discipline