Original title: Anuity s náhodnými úrokovými mírami
Translated title: Annuities under random interest rates
Authors: Sviteková, Zuzana ; Mazurová, Lucie (referee) ; Cipra, Tomáš (advisor)
Document type: Master’s theses
Year: 2009
Language: slo
Abstract: The thesis describes accumulated values of annuities with yearly payments under independent random interest rates. The thesis focuses on general annuities with payments varying in arithmetic and geometric progressions which are important varying annuities. Mean and variance formulae of the final values of the annuities are derived in the thesis. In the beginning (chapter 2) the formulae of the final values of the annuities under xed rates of interest are shown. Chapter 3 is the main part of the thesis. The mean and variance formulae of the final values of the annuities under random rates of interest are proofed here. The thesis is based on the article [4] and [1]. It is especially focused on the article [1] which corrects main outcome of the article [4]. In the end (chapter 4) special cases of the annuites with numerical and graphical solutions are shown.

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/20798

Permalink: http://www.nusl.cz/ntk/nusl-275303


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses