[ 201MASEMMWS18 ] SE Seminar mathematical methods in the economic sciences

Es ist eine neuere Version 2022W dieser LV im Curriculum Bachelor's programme Technical Mathematics 2024W vorhanden.
(*) Unfortunately this information is not available in english.
Workload Education level Study areas Responsible person Hours per week Coordinating university
3 ECTS B3 - Bachelor's programme 3. year Mathematics 2 hpw Johannes Kepler University Linz
Detailed information
Original study plan Bachelor's programme Technical Mathematics 2018W
Objectives Introduction to concrete applications of techniques from mathematical finance to Financial Engineering
Subject Changing contents: Valuation of derivative financial products, risk-management, portfolio-optimisation
Criteria for evaluation Evaluation of project work and presentation
Methods Formulation of concrete problems from the field of Financial Engineering, Solving the problems and presentation of the solution, developing of corresponding software by the students
Language Spanish (and English)
Study material e.g.:
Gerhard Larcher: Quantitative Finance, Springer-Gabler-Verlag, 2020
Changing subject? Yes
Further information It is necessary to have basic knowledge in Software Development, The knowledge of the topics of the course “Finanzmathematik” is condition for this seminar
Corresponding lecture (*)201MMWWMMWS12: SE Seminar Mathematische Methoden in den Wirtschaftswissenschaften (3 ECTS)
Earlier variants They also cover the requirements of the curriculum (from - to)
201MMWWMMWS12: SE Seminar mathematical methods in the economic sciences (2012W-2018S)
On-site course
Maximum number of participants 15
Assignment procedure Direct assignment