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Mathematics of finance 

ННД.07

Обов’язкова дисципліна для ОП

Second

2018/2019

3 Semester

3

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. 

Full-time form

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. 

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. 

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. 

Lecture, practical, test work, independent work.

Test work, test. 

ukrainian