Inhalt
[ 201MMWWFIMV22 ] UE Financial Mathematics
|
|
|
| Es ist eine neuere Version 2024W dieser LV im Curriculum Master's programme Industrial Mathematics 2024W vorhanden. |
|
 |
| Workload |
Education level |
Study areas |
Responsible person |
Hours per week |
Coordinating university |
| 1,5 ECTS |
B3 - Bachelor's programme 3. year |
Mathematics |
Gerhard Larcher |
1 hpw |
Johannes Kepler University Linz |
|
|
|
| Detailed information |
| Original study plan |
Bachelor's programme Technical Mathematics 2023W |
| Objectives |
Support to achieve the goals of the corresponding course.
|
| Subject |
Basic financial products, financial derivatives, the no-arbitrage principle, basic mathematical models in finance, valuation of options in binomial models, the Black-Scholes formula, implicit volatility, hedging, path-dependent options, valuation of American options, Monte Carlo-methods in finance.
|
| Criteria for evaluation |
Elaboration and presentation of exercises, if necessary additional a written examination
|
| Changing subject? |
No |
| Earlier variants |
They also cover the requirements of the curriculum (from - to)
TM1WFUEFINA: UE Financial mathematics (2000W-2022S)
|
|
|
|
| On-site course |
| Maximum number of participants |
25 |
| Assignment procedure |
Direct assignment |
|
|
|
