Financial Mathematics (System Analysis)

Type: For the choice of university

Department: theory of optimal processes

Curriculum

SemesterCreditsReporting
82Setoff

Lectures

SemesterAmount of hoursLecturerGroup(s)
828Associate Professor A. V. MelnychynPMa-41, PMa-42

Laboratory works

SemesterAmount of hoursGroupTeacher(s)
814PMa-41Associate Professor A. V. Melnychyn
PMa-42L. P. Dobuliak

Course description

Purpose. Provide students with knowledge about the subject, the principles and methods of financial mathematics, familiarize with the typical tasks of this science, form a clear idea about the applicability of her conclusions for the analysis of financial flows, activity of financial institutions, their safety, modeling and prediction of their development.

Summary.  The course covers the main issues of financial analysis. Methods of increasing of money by using different types of interest; highlights the concept of payments flows and financial rents. Subject includes developing software for financial analysis.

Tasks. Teach students: use the findings to make decisions in real financial flows, vital of financial institutions, guarantee their security considering the interests of capital, relevant securities, etc.

After study this course the student should:

  • to know: typical mathematical models and methods of financial mathematics, condition of their applicability, theoretical bases of this science.
  • be able: to apply the studied methods and algorithms for the analysis of concrete financial agreements and decide intricate economic problems.