Inhalt
[ 201MMWWFIMV22 ] UE Financial Mathematics
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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 |
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![](https://studienhandbuch.jku.at/pics/pixel.gif) |
Detailed information |
Original study plan |
Bachelor's programme Technical Mathematics 2024W |
Objectives |
Support to achieve the goals of the corresponding course.
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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.
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Criteria for evaluation |
Elaboration and presentation of exercises, if necessary additional a written examination
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Language |
English and French |
Changing subject? |
No |
Earlier variants |
They also cover the requirements of the curriculum (from - to) TM1WFUEFINA: UE Financial mathematics (2000W-2022S)
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![](https://studienhandbuch.jku.at/pics/pixel.gif) |
On-site course |
Maximum number of participants |
25 |
Assignment procedure |
Direct assignment |
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