Drukuj sylabusFinancial and Actuarial Mathematics
Informacje ogólne
| Kod przedmiotu: | 120271-D |
| Kod Erasmus / ISCED: |
11.9
|
| Nazwa przedmiotu: | Financial and Actuarial Mathematics |
| Jednostka: | Szkoła Główna Handlowa w Warszawie |
| Grupy: |
Courses for QME - bachelors Major courses for QME - bachelors Przedmioty obowiązkowe na programie SLLD-MIS |
| Punkty ECTS i inne: |
3.00 (zmienne w czasie)
|
| Język prowadzenia: | angielski |
| Efekty uczenia się: |
Wiedza: Principles of simple and compound interest, simple and compound discount (real) and bank discount; changes of value in time; principles of valuation of annuities; rules of creation a debt amortization schedule and theoretical foundations of real interest rate. Measures of financial investment evaluation (NPV, IRR, period of return). Net single and periodic premium in whole life insurance and term insurance. Umiejętności: Student should know how to use the techniques of simple and compound interest, simple and compound discount, calculate PV and FV of capital, create a debt amortization schedule and calculate real interest rate based on definition and in spreadsheet EXCEL Concluding based on the measures of financial investment evaluation (NPV, IRR, period of return, duration) and calculating them in spreadsheet EXCEL. Calculation of a single and periodic premium in whole life insurance and term insurance, endowment or deferred life insurance. Kompetencje społeczne: Evaluation of the results of analyses on the profitability of products offered by financial markets. Recognizing the usefulness of financial mathematics in the everyday life. |
Zajęcia w cyklu "Semestr letni 2024/25" (jeszcze nie rozpoczęty)
| Okres: | 2025-02-15 - 2025-09-30 |
 
PN WT WYK
ŚR CZ PT |
| Typ zajęć: |
Wykład, 30 godzin
|
|
| Koordynatorzy: | (brak danych) | |
| Prowadzący grup: | Anna Gutkowska | |
| Lista studentów: | (nie masz dostępu) | |
| Zaliczenie: |
Przedmiot -
Ocena
Wykład - Ocena |
|
| Skrócony opis: |
See semester study programme. |
|
| Pełny opis: |
Acquainting students with fundamental terms and mathematical tools applied in finance, banking, accounting and insurance. The course includes fundamental scope of mathematics of finance and elements of actuarial mathematics. Lectures on mathematics of finance include: principles of interest and discount, both with the instruments for which they are used; equivalence of the interest and discount rates and equivalence of value with their application to the annuities and investment analysis; calculus of annuities; models of the debts amortization and evaluation of the investment decisions. Lectures on actuarial mathematics include the principles of the insurance premium calculation, and single and periodic net premium in some types of life insurance. At the lectures, apart from theory, solutions of exemplary practical problems are presented. |
|
| Literatura: |
Literatura podstawowa: S.G.Kellison, The Theory of Interest, 3rd ed., McGraw Hill, Singapore 2009; H.U.Gerber, Life Insurance Mathematics, Springer, Berlin 1990 |
|
| Uwagi: |
Kryteria oceniania: egzamin tradycyjny-pisemny: 100.00% |
|
Zajęcia w cyklu "Semestr zimowy 2024/25" (w trakcie)
| Okres: | 2024-10-01 - 2025-02-14 |
PN WT ŚR CZ PT |
| Typ zajęć: |
Wykład, 30 godzin
|
|
| Koordynatorzy: | (brak danych) | |
| Prowadzący grup: | (brak danych) | |
| Lista studentów: | (nie masz dostępu) | |
| Zaliczenie: |
Przedmiot -
Ocena
Wykład - Ocena |
|
| Skrócony opis: |
See semester study programme. |
|
| Pełny opis: |
Acquainting students with fundamental terms and mathematical tools applied in finance, banking, accounting and insurance. The course includes fundamental scope of mathematics of finance and elements of actuarial mathematics. Lectures on mathematics of finance include: principles of interest and discount, both with the instruments for which they are used; equivalence of the interest and discount rates and equivalence of value with their application to the annuities and investment analysis; calculus of annuities; models of the debts amortization and evaluation of the investment decisions. Lectures on actuarial mathematics include the principles of the insurance premium calculation, and single and periodic net premium in some types of life insurance. At the lectures, apart from theory, solutions of exemplary practical problems are presented. |
|
| Literatura: |
Literatura podstawowa: S.G.Kellison, The Theory of Interest, 3rd ed., McGraw Hill, Singapore 2009; H.U.Gerber, Life Insurance Mathematics, Springer, Berlin 1990 |
|
| Uwagi: |
Kryteria oceniania: egzamin tradycyjny-pisemny: 100.00% |
|
Zajęcia w cyklu "Semestr letni 2023/24" (zakończony)
| Okres: | 2024-02-24 - 2024-09-30 |
PN WT ŚR CZ PT |
| Typ zajęć: |
Wykład, 30 godzin
|
|
| Koordynatorzy: | (brak danych) | |
| Prowadzący grup: | (brak danych) | |
| Lista studentów: | (nie masz dostępu) | |
| Zaliczenie: |
Przedmiot -
Ocena
Wykład - Ocena |
|
| Skrócony opis: |
See semester study programme. |
|
| Pełny opis: |
Acquainting students with fundamental terms and mathematical tools applied in finance, banking, accounting and insurance. The course includes fundamental scope of mathematics of finance and elements of actuarial mathematics. Lectures on mathematics of finance include: principles of interest and discount, both with the instruments for which they are used; equivalence of the interest and discount rates and equivalence of value with their application to the annuities and investment analysis; calculus of annuities; models of the debts amortization and evaluation of the investment decisions. Lectures on actuarial mathematics include the principles of the insurance premium calculation, and single and periodic net premium in some types of life insurance. At the lectures, apart from theory, solutions of exemplary practical problems are presented. |
|
| Literatura: |
Literatura podstawowa: S.G.Kellison, The Theory of Interest, 3rd ed., McGraw Hill, Singapore 2009; H.U.Gerber, Life Insurance Mathematics, Springer, Berlin 1990 |
|
| Uwagi: |
Kryteria oceniania: egzamin tradycyjny-pisemny: 100.00% |
|
Zajęcia w cyklu "Semestr zimowy 2023/24" (zakończony)
| Okres: | 2023-10-01 - 2024-02-23 |
PN WT ŚR CZ PT |
| Typ zajęć: |
Wykład, 30 godzin
|
|
| Koordynatorzy: | (brak danych) | |
| Prowadzący grup: | (brak danych) | |
| Lista studentów: | (nie masz dostępu) | |
| Zaliczenie: |
Przedmiot -
Ocena
Wykład - Ocena |
|
| Skrócony opis: |
See semester study programme. |
|
| Pełny opis: |
Acquainting students with fundamental terms and mathematical tools applied in finance, banking, accounting and insurance. The course includes fundamental scope of mathematics of finance and elements of actuarial mathematics. Lectures on mathematics of finance include: principles of interest and discount, both with the instruments for which they are used; equivalence of the interest and discount rates and equivalence of value with their application to the annuities and investment analysis; calculus of annuities; models of the debts amortization and evaluation of the investment decisions. Lectures on actuarial mathematics include the principles of the insurance premium calculation, and single and periodic net premium in some types of life insurance. At the lectures, apart from theory, solutions of exemplary practical problems are presented. |
|
| Literatura: |
Literatura podstawowa: S.G.Kellison, The Theory of Interest, 3rd ed., McGraw Hill, Singapore 2009; H.U.Gerber, Life Insurance Mathematics, Springer, Berlin 1990 |
|
| Uwagi: |
Kryteria oceniania: egzamin tradycyjny-pisemny: 100.00% |
|
Właścicielem praw autorskich jest Szkoła Główna Handlowa w Warszawie.
