[ TMBPAVOFINA ] VL Financial mathematics

Es ist eine neuere Version 2022W dieser LV im Curriculum Bachelor's programme Technical Mathematics 2022W vorhanden.
Workload Education level Study areas Responsible person Hours per week Coordinating university
4,5 ECTS M1 - Master's programme 1. year Mathematics Gerhard Larcher 3 hpw Johannes Kepler University Linz
Detailed information
Original study plan Master's programme Industrial Mathematics 2020W
Objectives Introduction to the basic techniques of financial mathematics and financial engineering
Subject finance products, derivative products, Wien’s asset value model, the classical Black-Scholes-formula, implicite volatilites, exotic derivatives
Criteria for evaluation written examination, if necessary also oral examination possible
Methods Blackboard presentation
Language German
Study material e.g.: Gerhard Larcher: Quantitative Finance,
Springer-Gabler-Verlag, 2020
Changing subject? No
On-site course
Maximum number of participants -
Assignment procedure Direct assignment