[ 201MMWWFIMV22 ] UE Financial Mathematics

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