Course objectives:
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The main objective of the final state examination Statistics and Stochastic Finance is to verify that the student understands advanced statistic methods and stochastic models in financial mathematics. At the same time, this exam also tests students' presentation skills.
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Requirements on student
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All assessment tasks will assess the learning outcomes, especially, the ability to provide logical and coherent proofs of theoretical results, solve problems via abstract methods and apply correctly formal and rigorous competency in mathematical presentation.
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Content
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Final state examination the oral examination in front of the jury and the usual duration is approximately 30-45 minutes. The
rules are given by the Department of Mathematics according to the Study and Examination statuses of the Faculty of Applied Sciences and the University of West Bohemia. Main topics of this examination are announced by the Department of mathematics annually. Content is given by prerequisites.
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Activities
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Fields of study
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Guarantors and lecturers
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Literature
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Recommended:
Literatura je dána literaturou podmiňujících předmětů a doporučením garanta oboru./ Literature as given by the conditional courses and recommended by the course guarantor..
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On-line library catalogues
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Time requirements
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Full-time form of study
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Activities
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Time requirements for activity [h]
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Preparation for an examination (30-60)
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100
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Total
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100
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Prerequisites
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Knowledge - students are expected to possess the following knowledge before the course commences to finish it successfully: |
Student must successfully complete all courses of the study program. Topics of the examination are announced by the Department of mathematics. |
Skills - students are expected to possess the following skills before the course commences to finish it successfully: |
Student must meet all prerequisites of the course guaranteed by the Department of Mathematics and all conditions set by the Study and Examination Regulations of the University of West Bohemia in Pilsen. |
Competences - students are expected to possess the following competences before the course commences to finish it successfully: |
N/A |
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Learning outcomes
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Knowledge - knowledge resulting from the course: |
Completion of this course will ensure that students obtained knowledge, skills and competences in accordance with requirements of the corresponding study programme and a particular field of study. |
Skills - skills resulting from the course: |
Completion of this course will ensure that students obtained knowledge, skills and competences in accordance with requirements of the corresponding study programme and a particular field of study. |
Competences - competences resulting from the course: |
N/A |
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Assessment methods
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Knowledge - knowledge achieved by taking this course are verified by the following means: |
Oral exam |
Skills - skills achieved by taking this course are verified by the following means: |
Oral exam (Full-time form of study) |
Competences - competence achieved by taking this course are verified by the following means: |
Oral exam (Full-time form of study) |
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Teaching methods
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Knowledge - the following training methods are used to achieve the required knowledge: |
Self-study of literature |
Skills - the following training methods are used to achieve the required skills: |
Self-study of literature |
Competences - the following training methods are used to achieve the required competences: |
Self-study of literature |
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