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[ 404MMES20 ] Subject f. Mathematical methods in the economic sciences

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Workload Mode of examination Education level Study areas Responsible person Coordinating university
0-3 ECTS Structure M - Master's programme Mathematics Manuel Kauers Johannes Kepler University Linz
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Original study plan Master's programme Computer Mathematics 2020W
Objectives 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.
Subject The contents of this subject follows from the contents of the courses it consists of.
Subordinated subjects, modules and lectures