Exercise sheet 5 pdf

Exercises and solutions in PDF

Análise da viabilidade econômica de um sistema de aquecimento solar de água para uma empresa do setor hoteleiro

This paper presents an analysis of technical and financial feasibility of the use of a solar system for water heating in a fictitious hotel located in the Northeast region. Thereunto it is used techniques of solar collectors´ sizing and methods of financial mathematics, such as Net Present Value (NPV), Internal Rate of Return (IRR) and Payback. It will also be presented a sensitivity analysis to verify which are the factors that impact the viability of the solar heating. Comparative analysis will be used concerning three cities of distinct regions of Brazil: Curitiba, Belém and João Pessoa. The viability of using a solar heating system will be demonstrated to the whole Brazil, especially to the northeast region as it is the most viable for such an application of solar power because of its high levels of solar radiation. Among the cities examined for a future installation of solar heating systems for water heating in the hotel chain, João Pessoa was the one that has proved more viable.

Novos caminhos para o ensino e aprendizagem de matemática financeira: construção e aplicação de webquest

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Trabalhando conceitos matemáticos com tecnologias informáticas por meio da elaboração de projetos de construção civil

Pós-graduação em Educação Matemática - IGCE

Matemática financeira: um enfoque da resolução de problemas como metodologia de ensino e aprendizagem

Pós-graduação em Educação Matemática - IGCE

Educação financeira: uma possibilidade de ensino a partir dos cenários para investigação

This work presents a proposal for teaching financial mathematics to students from secondary school using mathematics investigation. This methodology is used for many researchers and this work follows the main ideas of Fonseca, Brunheira, and Ponte (1999) and Skovsmose (2000). With this methodology, we intend to develop activities that approximate real situations of daily life and we aim to help students to understand and make decisions about single commercial and finances negotiations. Such activities have open questions that provide students the opportunity to think about mathematical subjects like loans, financing and saving account. We show a short description of studies about the importance of financial education in secondary school and university. Our proposal is applied in Secondary School because we considering to use contents of this area in a very simple way, dealing with mathematical ideas in order to develop skills of critical analysis. We suggest a qualitative research with phenomenological approach, as a possibility analysis of collected data from this teaching proposal

Matemática comercial e financeira com a utilização de recursos digitais: uma experiência no ensino médio

This work aimed to investigate the possible contributions of the use of digital resources in the teaching and learning process of Commercial and Financial Mathematics concepts to high school students. Its development has included a survey of some researches on the topic as well as an experimental study of a qualitative type, in which the Webquest was used as methodology. It uses the computer, more precisely the internet resources, to assist students in building up knowledge. Eight meetings were held, in the after-school period, with a group of students of the second year of high school at a state public school in the city of Guaratinguetá. Aiming to evaluate the knowledge that students had about the theme, it was applied a diagnosis at first glance for further analysis and development of activities and interventions according to the students’ answers. Once the research data was analyzed, it was noted that the students had little knowledge regarding the basic contents of Commercial and Financial Mathematics, in addition to presenting difficulties in handling some of the digital resources used in the meetings. Nonetheless, from the students’ works, it was seen significant advances in understanding and building up knowledge on concepts such as percentage, simple and compound interest, savings, and sales involving prompt payment or in arrears

A importância do planejamento financeiro: uma abordagem de matematica financeira para o ensino médio com o uso do excell

The financial health of a family is one of the main generators of quality of life, and this is only possible through financial planning, which is nothing more than save and analyze before contracting debts. To do this, students must have notion of financial mathematics, especially of that used by the banks on overdraft interest, in investments and in the short-term and longterm loans, that is, compound interest, equivalent rates, depreciation and others. Starting from the knowledge of arithmetic and geometric progressions and, based on real situations which allow the application of the content learned, one intends to develop activities applied to high education. To start from real situations is one of the main lines of thought of the Problem Solving Methodology, in which the student is the active agent in the construction of his or her knowledge. As the National Curricular Parameters point out, the practice in the use of computers is essential for gaining a job. Therefore, this project proposes an activity where knowledge of Financial Mathematics can to be practiced, associated with the use of Microsoft Excel® spreadsheet

Atividades investigativas no ensino da matemática financeira: as estratégias empregadas com uso de planilhas eletrônicas

Pós-graduação em Educação Matemática - IGCE

A matemática contábil: das lides comerciais para os cursos secundários técnicos e sua transformação em setor acadêmico no Brasil (1808-1970)

Pós-graduação em Educação Matemática - IGCE

Aplicações da função logarítmica em sala de aula no ensino médio: uma proposta de solução de problemas pela transposição para a linguagem matemática

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A matemática financeira e a estatística como ferramentas para uma gestão financeira consciente

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Quasi-Self-Dual Exponential Lévy Processes

The important application of semistatic hedging in financial markets naturally leads to the notion of quasi--self-dual processes. The focus of our study is to give new characterizations of quasi--self-duality. We analyze quasi--self-dual Lévy driven markets which do not admit arbitrage opportunities and derive a set of equivalent conditions for the stochastic logarithm of quasi--self-dual martingale models. Since for nonvanishing order parameter two martingale properties have to be satisfied simultaneously, there is a nontrivial relation between the order and shift parameter representing carrying costs in financial applications. This leads to an equation containing an integral term which has to be inverted in applications. We first discuss several important properties of this equation and, for some well-known Lévy-driven models, we derive a family of closed-form inversion formulae.