65-014 Introduction to financial mathematics
second cycle Master degree study programme Economics and Finance
Course Supervisor: Prof. Rok Strašek, Assoc. Prof. Mihael Perman
Content
- 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