[ 404MMES23 ] Subject Mathematical methods in the economic sciences





Workload 
Mode of examination 
Education level 
Study areas 
Responsible person 
Coordinating university 
031,5 ECTS 
Structure 
M  Master's programme 
Mathematics 
Manuel Kauers 
Johannes Kepler University Linz 



Detailed information 
Original study plan 
Master's programme Computational Mathematics 2023W 
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 
      