Introduction to financial mathematics

65-014  Introduction to financial mathematics

second cycle Master degree study programme Economics and Finance

Course Supervisor: Prof. Rok Strašek, Assoc. Prof. Mihael Perman


  • Topic 1. Financial market and basic definitions on financial risks
  • Topic 2. Useful data from probability theory and statistics
  • Theme 3. Non-arbitrage principle and market fullness
  • Theme 4. Pricing and hedging derivatives in binomial models.
  • Theme 5. Risk minimization and optimal investing
  • Topic 6. Dynamic financial obligations hedging
  • Theme 7. Non-perfect markets and markets with restrictions
  • Theme 8. Risk management in continuous time models of financial market

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