Universität Wien FIND

Due to the COVID-19 pandemic, changes to courses and exams may be necessary at short notice (e.g. cancellation of on-site teaching and conversion to online exams). Register for courses/exams via u:space, find out about the current status on u:find and on the moodle learning platform.

Further information about on-site teaching and access tests can be found at https://studieren.univie.ac.at/en/info.

Warning! The directory is not yet complete and will be amended until the beginning of the term.

040716 UK Introduction to Financial Mathematics (2019W)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 35 participants
Language: German

Lecturers

Classes (iCal) - next class is marked with N

The regular start of the course in on Oct 10th. Compulsory attendance!

Thursday 03.10. 09:45 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 10.10. 09:45 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 17.10. 09:45 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 24.10. 09:45 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 31.10. 09:45 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 07.11. 09:45 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 14.11. 09:45 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 21.11. 09:45 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 28.11. 09:45 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 05.12. 09:45 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 12.12. 09:45 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 09.01. 09:45 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 16.01. 09:45 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 23.01. 09:45 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

How the stock exchange works, Interest rate theory, Stochastic models, Pricing of financial contracts, Portfolio optimization

Assessment and permitted materials

empirical projects (to be submitted via Moodle) and oral exam.

Minimum requirements and assessment criteria

attendance, participation, empirical projects, oral exam.

Examination topics

Skriptum and content of the course.

Reading list

Script: Georg Pflug - Stochastic Models in Finance

Association in the course directory

Last modified: Mo 07.09.2020 15:19