| Detailed information |
| Original study plan |
Bachelor's programme Technical Mathematics 2018W |
| Objectives |
Introduction to concrete applications of techniques from mathematical finance to Financial Engineering
|
| Subject |
Changing contents: Valuation of derivative financial products, risk-management, portfolio-optimisation
|
| Criteria for evaluation |
Evaluation of project work and presentation
|
| Methods |
Formulation of concrete problems from the field of Financial Engineering,
Solving the problems and presentation of the solution, developing of corresponding software by the students
|
| Language |
Spanish (and English) |
| Study material |
e.g.:
Gerhard Larcher: Quantitative Finance,
Springer-Gabler-Verlag, 2020
|
| Changing subject? |
Yes |
| Further information |
It is necessary to have basic knowledge in Software Development,
The knowledge of the topics of the course “Finanzmathematik” is condition for this seminar
|
| Corresponding lecture |
(*)201MMWWMMWS12: SE Seminar Mathematische Methoden in den Wirtschaftswissenschaften (3 ECTS)
|
| Earlier variants |
They also cover the requirements of the curriculum (from - to)
201MMWWMMWS12: SE Seminar mathematical methods in the economic sciences (2012W-2018S)
|
