Universität Wien FIND

Due to the COVID-19 pandemic, changes to courses and exams may be necessary at short notice. Inform yourself about the current status on u:find and check your e-mails regularly.

Please read the information on https://studieren.univie.ac.at/en/info.

250006 VO Financial mathematics (2018W)

5.00 ECTS (3.00 SWS), SPL 25 - Mathematik

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

Language: German

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

Monday 01.10. 11:30 - 12:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 02.10. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 08.10. 11:30 - 12:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 09.10. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 15.10. 11:30 - 12:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 16.10. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 22.10. 11:30 - 12:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 23.10. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 29.10. 11:30 - 12:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 05.11. 11:30 - 12:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 06.11. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 12.11. 11:30 - 12:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 13.11. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 19.11. 11:30 - 12:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 20.11. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 26.11. 11:30 - 12:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 27.11. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 03.12. 11:30 - 12:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 04.12. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 10.12. 11:30 - 12:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 11.12. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 07.01. 11:30 - 12:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 08.01. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 14.01. 11:30 - 12:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 15.01. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 21.01. 11:30 - 12:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 22.01. 11:30 - 13:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

Introduction to stochastic Mathematical Finance,
Binomialmodell,
Black-Scholes Formula,
American Options.

Assessment and permitted materials

Oral examination

Minimum requirements and assessment criteria

Understanding of course material

Examination topics

Content of course

Reading list

H.Föllmer, A.Schied: Stochastic Finance An Introduction in Discrete Time
St. Shreve: Stochastic Calculus for Finance I
F. Delbaen, W. Schachermayer: The Mathematics of Arbitrage

Association in the course directory

WFM

Last modified: Mo 07.09.2020 15:40