Universität Wien FIND
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040716 UK Introduction to Financial Mathematics (2019W)

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

Registration/Deregistration

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: Th 16.01.2020 17:07