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Lecturer(s)
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Trnka David, Prof. Dr. Ing.
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Course content
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Cash flows in pension systems. Deflators. Dynamic properties of NDC system. OLG models. Intergenerational risk sharing.
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Learning activities and teaching methods
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Lecture with practical applications, Practicum
- Contact hours
- 52 hours per semester
- Preparation for an examination (30-60)
- 60 hours per semester
- Individual project (40)
- 20 hours per semester
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| prerequisite |
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| Knowledge |
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| acquire relevant professional knowledge of the subject is conditioned by basic knowledge mathematics, financial and current calculations and economic theory |
| understand the basic principles of construction models of economic growth and economic cycle |
| understand the basic models of portfolio optimization: mean - var models |
| Skills |
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| understand the basics of working with software Mathematica |
| understand the structure of optimization models (static and dynamic) used in economics and finance |
| be able to use economic models of growth and valuation of DCF companies to analyze the development of the company |
| Competences |
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| N/A |
| learning outcomes |
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| Knowledge |
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| be familiar with the issues and possibilities of using dynamic models in economics and finance |
| be able to convert mathematical formulations of economic and financial models into algorithmic form |
| understand the basics of working with software Mathematica |
| Skills |
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| be able to use the acquired knowledge to solve problems, especially in business economics |
| get acquainted with quantitatively focused professional economic and financial literature |
| create programs in the Mathematica software for the analysis of selected practical tasks of economically and financially oriented company practice |
| Competences |
|---|
| N/A |
| teaching methods |
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| Knowledge |
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| Practicum |
| Individual study |
| Lecture supplemented with a discussion |
| Skills |
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| Self-study of literature |
| Competences |
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| Seminar classes |
| assessment methods |
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| Knowledge |
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| Project |
| Skills |
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| Individual presentation at a seminar |
| Competences |
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| Oral exam |
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Recommended literature
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Mikroekonomie. 1. vydání. Praha : Management Press, 1996. ISBN 80-85943-17-4.
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BAUEROVÁ, D., HANČLOVÁ, J., HRBÁČ, L., HRUBEŠ, J., MOČKOŘ, J., OLŠOVSKÝ, J., VALOVÁ, J. Matematická ekonomie pro základní kurz, 1. část. 1. vyd. Ostrava : Vysoká škola báňská, 1995. ISBN 80-7078-293-5.
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BIRCHENHALL, C., GROUT, P. Mathematics for Modern Economics. New York : Philip Allan, 1994.
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FIALA, P. Úvod do kvantitativní ekonomie. Praha : Vysoká škola ekonomická, 2000. ISBN 80-245-0133-3.
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GANDOLFO, G. Economic dynamics. Berlin : Springer-Verlag, 1997. ISBN 3-540-62760-X.
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