| Nr. | LV-Typ(en) | LV-Titel | |
| 4354 | PI | Mathematical Finance 
Anmeldung über LPIS vom 01.02.2024 15:00 bis 18.02.2024 23:59 Abmeldung über LPIS vom 01.02.2024 15:00 bis 11.05.2024 23:59 |
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| LV-Leiter/in | Univ.Prof. Dr. Rüdiger Frey |
| Planpunkte Master | Mathematical Finance |
| Semesterstunden | 2 |
| Unterrichtssprache | Englisch |
| Termine | ||||
| Di, | 14.05.2024 | 09:00-12:00 Uhr | TC.1.02 (Lageplan) | |
| Do, | 16.05.2024 | 14:00-16:00 Uhr | TC.1.01 OeNB (Lageplan) | |
| Di, | 21.05.2024 | 09:00-12:00 Uhr | TC.1.02 (Lageplan) | |
| Do, | 23.05.2024 | 14:00-16:00 Uhr | TC.1.01 OeNB (Lageplan) | |
| Di, | 28.05.2024 | 09:00-12:00 Uhr | TC.1.02 (Lageplan) | |
| Mi, | 29.05.2024 | 10:00-12:00 Uhr | TC.2.01 (Lageplan) | |
| Di, | 04.06.2024 | 09:00-12:00 Uhr | P | TC.0.04 (Lageplan) |
| Do, | 06.06.2024 | 14:00-16:00 Uhr | TC.1.01 OeNB (Lageplan) | |
| Di, | 11.06.2024 | 09:00-12:00 Uhr | TC.1.02 (Lageplan) | |
| Do, | 13.06.2024 | 14:00-16:00 Uhr | TC.1.01 OeNB (Lageplan) | |
| Di, | 18.06.2024 | 09:00-12:00 Uhr | TC.1.02 (Lageplan) | |
| Do, | 20.06.2024 | 14:00-16:00 Uhr | TC.1.01 OeNB (Lageplan) | |
| Di, | 25.06.2024 | 10:00-12:00 Uhr | P | TC.3.03 (Lageplan) |
| Termindownload (ical) | Termine abonnieren | ||||
| Weitere Informationen | https://learn.wu.ac.at/vvz/24s/4354 |
| Kontakt: | ||
| ruediger.frey@wu.ac.at | ||
| Inhalte der LV: | ||
This lecture discusses mathematical finance in discrete and continuous time with a slight focus on the latter. In particular we study the following topics Discrete time models
Continuous time models
Black Scholes formula and application
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| Lernergebnisse (Learning Outcomes): | ||
After completing this class the student will have the ability to: • describe the basic concepts and methods of mathematical finance • apply and do computational work with the basic concepts and definitions of discrete and continuous time finance. After completing this class the student will also have the ability to: • confidently apply ideas of mathematical time finance in doing analytical work for financial markets. • solve applied problems where skills are required frommathematical time finance. |
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| Regelung zur Anwesenheit: | ||
In line with WU regulations for lectures in PI format full attendance is required (at most one lecture can be missed) |
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| Lehr-/Lerndesign: | ||
The course consists of several parts: the on-site lecture , an on-site tutorium where exercises are discussed, solution of exercises in groups and self-study of the course material provided (slide, literature and lecture notes) |
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| Leistung(en) für eine Beurteilung: | ||
Midterm Test 30% (written, on site) Exercise Series (20%) (remote take home) Final exam (50%) (written, on site) An an overall score of 50 % and a minimum score of 45% in the final is necessary for passing. There will be no retake optioon. Exercises will be discussed during the tutorium (also additional exercises). |
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| Teilnahmevoraussetzung(en): | ||
Students in the MAQFIN-14 curriculum who have not obtained a positive grade for CTF 1, can re-register for this respective course and attend it once again. |
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