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[ 404MMES20 ] Studienfach (*)f. Mathematical methods in the economic sciences

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Es ist eine neuere Version 2023W dieses Fachs/Moduls im Curriculum Masterstudium Computational Mathematics 2024W vorhanden.
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Workload Form der Prüfung Ausbildungslevel Studienfachbereich VerantwortlicheR Anbietende Uni
0-3 ECTS Gliederung M - Master Mathematik Manuel Kauers Johannes Kepler Universität Linz
Detailinformationen
Quellcurriculum Masterstudium Computer Mathematics 2020W
Ziele (*)In this subject, the mathematical methods used in the application area of economics are presented. An emphasis is on the area of financial mathematics, especially on stochastic financial mathematics, which relies on tools of stochastic analysis, as well as on the area of financial engineering (analysis of alternative trading strategies). Further topics are applications of Monte Carlo and Quasi Monte Carlo methods to financial mathematics.
Lehrinhalte (*)The contents of this subject follows from the contents of the courses it consists of.
Untergeordnete Studienfächer, Module und Lehrveranstaltungen