Es ist eine neuere Version 2023W dieses Fachs/Moduls im Curriculum Master's programme Computational Mathematics 2023W vorhanden.
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
Detailed information
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.
