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Proposal of Effecive Financing of Flat-building by means of Mortage Loans
Lemon, David ; Pikola, Tomáš (referee) ; Zeman, Václav (advisor)
The object of my thesis work called "Suggestion of an effective financing of Flat-building by means of mortgage" is to compare possible investment, choosing an optimal alternative and propose potential changes in a specific mortgage already offered by a bank. It is analyzing particular products for financing rent-destined real property on the Czech market and realization study, which also includes client demands. We are focusing on theoretical and practical information that are contributing to high effectiveness and customer adjustment of offered services.
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Simulation of Complex Installment Schedule
Veselý, Michal ; Zbořil, František (referee) ; Samek, Jan (advisor)
The aim of this thesis is to examine relations from the field of financial mathematics concerning consumer and cash loans. Further objects of interest are various types of loan repaying, interest calculation and generating the installment schedule. The result of this mathemetical principles analysis is a complex simulator of installment schedule which was created for testing and configuration purposes in HCI company (Home Credit International).
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Financial functions in Mathematica
Stacho, Michal ; Hurt, Jan (advisor) ; Zichová, Jitka (referee)
The Mathematica software contains a fully integrated environment for a large number of instruments used in classical and modern finance. One of it`s basic capabilities is an advanced evaluation of the time value of money, then pricing of financial instruments such as bonds or financial derivatives and finally financial mapping with advanced library of technical indicators. Mathematica also provides immediate access to a large field of financial and economic data through external servers and offers financial tools for working with external data. This thesis deals with descriptions of the functions implemented in Mathematica, explaining the principle of their operation and application to real data.
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Financial Mathematics in Czech Textbooks from the Marchets's Reform
Melcer, Martin ; Bečvářová, Martina (advisor) ; Hora, Jaroslav (referee) ; Odvárko, Oldřich (referee)
Title: Financial Mathematics in Czech textbooks from the Marchet's Reform Author: Martin Melcer Department: Department of Mathematics Education Supervisor: doc. RNDr. Martina Bečvářová, Ph.D. Abstract: The PhD thesis presents a comprehensive view of the development and the position of financial mathematics in Czech textbooks and collections particularly those used in high schools with consideration of the political situation in our country. The analysed period from 1908, i.e. from the Marchet's Reform, to the present is divided into five principal stages. In each stage textbooks covering financial mathematics instruction in all types of secondary schools are chosen. This shows the level and extent of the presentation, the complexity of the given tasks and problems and the way in which they are integrated into the textbooks or the syllabus, more precisely. At first the basic general characteristics of the textbooks are presented followed by a detailed description of partial topics of study which are then analysed thoroughly and mutually compared. The conclusions of the PhD thesis reflect the current situation of financial mathematics instruction and offer ways leading to the improvement in the level of financial literacy of our citizens. Keywords: financial mathematics, principal, interest, debt, annuity,...
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Annuity modelling in MTPL
Eštóková, Agáta ; Kočová, Karolína (advisor) ; Cipra, Tomáš (referee)
Title: Annuity modelling in MTPL Author: Bc. Agáta Eštóková Department: Department of Probability and Mathematical Statistics Supervisor: Mgr. Karolína Kočová Supervisor's e-mail address: kkocova@koop.cz Abstract: This diploma thesis focuses on the possibilities of using generational mortality tables for third party liability insurance, mainly for bodily injured. It describes the construction of generational mortality tables and the creation of RBNS claims reserves. Besides the demonstration of these models, the work analyzes the results of calculating reserves in accordance with generational mortality tables and actual mortality tables of the Czech Republic. An impor- tant element in provision calculating is the simulation of future life expectancy of the insured, i.e. random generation of life expectancy based on generational mortality data. Characteristics of the distribution of reserves are derived from simulations. Furthermore, we compare the results of stochastic and determi- nistic approach of computing the reserves. Keywords: third party liability insurance, RBNS, annuity, generational morta- lity tables.
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Financial Mathematics in Czech Textbooks from the Marchets's Reform
Melcer, Martin
Title: Financial Mathematics in Czech textbooks from the Marchet's Reform Author: Martin Melcer Department: Department of Mathematics Education Supervisor: doc. RNDr. Martina Bečvářová, Ph.D. Abstract: The PhD thesis presents a comprehensive view of the development and the position of financial mathematics in Czech textbooks and collections particularly those used in high schools with consideration of the political situation in our country. The analysed period from 1908, i.e. from the Marchet's Reform, to the present is divided into five principal stages. In each stage textbooks covering financial mathematics instruction in all types of secondary schools are chosen. This shows the level and extent of the presentation, the complexity of the given tasks and problems and the way in which they are integrated into the textbooks or the syllabus, more precisely. At first the basic general characteristics of the textbooks are presented followed by a detailed description of partial topics of study which are then analysed thoroughly and mutually compared. The conclusions of the PhD thesis reflect the current situation of financial mathematics instruction and offer ways leading to the improvement in the level of financial literacy of our citizens. Keywords: financial mathematics, principal, interest, debt, annuity,...
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Risk models of annuity damages in non-life insurance
Šmarda, Tomáš ; Zimmermann, Pavel (advisor)
This thesis is focused on practical application of two methods used in non-life insurance, Nested Monte Carlo and Least squares Monte Carlo. Best estimate and 99.5% quantile was calculated using both methods and results was compared. Both methods are similar in estimates and therefore can be used for computation of capital requirement. Least squares Monte Carlo seem more favourable, because it significantly reduces computation time.
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Random rates of return in financial and insurance mathematics
Pejic, Mladen ; Zichová, Jitka (advisor) ; Mazurová, Lucie (referee)
Title: Random rates of return in financial and insurance mathematics Author: Mladen Pejic Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Jitka Zichová, Dr., Department of Probability and Mathema- tical Statistics Abstract in English language: The thesis is focused on the study of stochastic life annuities. It represents a combination of basic probability with financial mathe- matics and life insurance. The first part is focused on financial mathematics. Special attention is paid to the calculation of present and future values of annui- ties with stochastic interest rates. In the second part, we demonstrate the use of random interest rates in calculations of present values of annuities related to life insurance. In the third part, we focus on the application of log - normal distribu- tion, which is mostly used in real life problems. In the last part, a numerical study is presented. We asses the effect of the log - normal distribution parameters on the present value of the annuities and we examine the accuracy of the estimates made by the method of moments. ii
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Financial Mathematics in Czech Textbooks from the Marchets's Reform
Melcer, Martin
Title: Financial Mathematics in Czech textbooks from the Marchet's Reform Author: Martin Melcer Department: Department of Mathematics Education Supervisor: doc. RNDr. Martina Bečvářová, Ph.D. Abstract: The PhD thesis presents a comprehensive view of the development and the position of financial mathematics in Czech textbooks and collections particularly those used in high schools with consideration of the political situation in our country. The analysed period from 1908, i.e. from the Marchet's Reform, to the present is divided into five principal stages. In each stage textbooks covering financial mathematics instruction in all types of secondary schools are chosen. This shows the level and extent of the presentation, the complexity of the given tasks and problems and the way in which they are integrated into the textbooks or the syllabus, more precisely. At first the basic general characteristics of the textbooks are presented followed by a detailed description of partial topics of study which are then analysed thoroughly and mutually compared. The conclusions of the PhD thesis reflect the current situation of financial mathematics instruction and offer ways leading to the improvement in the level of financial literacy of our citizens. Keywords: financial mathematics, principal, interest, debt, annuity,...
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