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Nr. LV-Typ(en) LV-Titel
4376 PI Mathematical Methods - Financial Mathematics Präsenz-Modus
Anmeldung über LPIS
vom 26.02.2024 14:00 bis 29.02.2024 23:59
Abmeldung über LPIS
vom 26.02.2024 14:00 bis 01.03.2024 23:59

LV-Leiter/in Luna Rigby, MSc (WU)
Planpunkte Bachelor Wahlfach Kurs II - Mathematical Methods
Course II - Mathematical Methods
Semesterstunden 2
Unterrichtssprache Englisch

Termine
Mo, 04.03.2024 09:30-11:30 Uhr D4.0.019 (Lageplan)
Mi, 06.03.2024 09:30-11:30 Uhr D4.0.019 (Lageplan)
Mo, 11.03.2024 09:30-11:30 Uhr D4.0.019 (Lageplan)
Mi, 13.03.2024 09:30-11:30 Uhr D4.0.019 (Lageplan)
Mo, 18.03.2024 09:30-11:30 Uhr D4.0.019 (Lageplan)
Mi, 20.03.2024 09:30-11:30 Uhr D4.0.019 (Lageplan)
Mo, 08.04.2024 09:30-11:30 Uhr EA.6.026 (Lageplan)
Mo, 15.04.2024 09:30-11:30 Uhr D4.0.019 (Lageplan)
Mi, 17.04.2024 09:30-11:30 Uhr D4.0.019 (Lageplan)
Mo, 22.04.2024 09:30-11:30 Uhr D4.0.019 (Lageplan)
Mi, 24.04.2024 09:30-11:30 Uhr D4.0.019 (Lageplan)
Mo, 29.04.2024 09:30-11:30 Uhr TC.3.03 (Lageplan)
Termindownload (ical) | Termine abonnieren

Weitere Informationen https://learn.wu.ac.at/vvz/24s/4376

Kontakt:
luna.rigby@wu.ac.at
Inhalte der LV:
The course covers the following topics:
  • Discrete probability: basic concepts and elementary models, conditional expectation, martingales
  • The binomial asset pricing model
Lernergebnisse (Learning Outcomes):

After completing this class the student will have the ability to:

  • describe and apply the basic concepts of discrete probability
  • describe and apply the binomial asset pricing model
Regelung zur Anwesenheit:

Since this is a course with an immanent examination character (PI), attendance is mandatory. Students can miss two units without excuse, absenteeism in further units must be excused / justified by email.

Homework solutions will be presented in class, up to twice not being present when randomly chosen to present homework is acceptable.
Lehr-/Lerndesign:
The class is mainly taught as a combination of lectures and exercises with homework assignments. Students present their solutions which will be discussed in the group.The course also serves as a preparation for some of the mathematics lectures of the Master in Quantitative Finance curriculum.
Leistung(en) für eine Beurteilung:
  • 2 written tests (midterm weights 30%, final weights 40% of the final grade)
  • homework assignments (30% of the final grade) , students will be asked to present their solutions in the class, presentation of the solutions is also counted towards the grade

Grading key:

1:  >= 86%

2:  >= 74%

3:  >= 62%

4:  >= 50%

5:  < 50%

 

Teilnahmevoraussetzung(en):
Having participated in the course "Mathematical Methods 1 -- Mathematische Grundlagen" is an advantage, but it is NOT a prerequisite for this course. The materials from "Mathematical Methods 1 -- Mathematische Grundlagen" will be made available.
Zuletzt bearbeitet: 22.02.2024 10:57

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