Financial mathematics |
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Teaching Staff in Charge |
Lect. FILIP Diana, Ph.D., dafilip@math.ubbcluj.ro |
Aims |
The presentation of the main sure and random financial operations.
The formulation of the mathematical models of simple and compound interest. The formulation of the boundary value problems for general interest. The presentation of the main aspects and mathematical models for the phased pays and the repayment of credits and loans. The optimization of some surely financial operations. The pointing out of the aspects connected to devalorizations. The mathematical models of the main types of ensurance of persons and the mathematical reserve. |
References |
1. E. Dani, A.S. Muresan, Matematici aplicate in economie, fasc. 1,2,3,4, Lito. Univ. "Babes-Bolyai", Cluj-Napoca, 1987,1988.
2. B. de Finetti, Lecons des mathematiques financieres, Dunod, Paris, 1969. 3. A.S. Muresan, Matematici pentru economisti, vol.I, Lito. Univ. "Babes-Bolyai", Cluj-Napoca, 1991. 4. A.S. Muresan, Optimizarea operatiilor financiare, Ed. Transilvania Press, Cluj-Napoca, 1995. 5. A.S. Muresan, P. Blaga, Matematici aplicate in economie, vol.2. Ed. Transilvania Press, Cluj-Napoca, 1996. 6. I. Purcaru, Matematici financiare, vol.1., Ed. Ager-Economistul, Bucuresti, 1992. 7. I. Purcaru, Matematici financiare, vol.2., Ed. Ager-Economistul, Bucuresti, 1993. |
Assessment |
Exam. |