101.727 AKFVM-AKNUM Computational Finance
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2020W, UE, 2.0h, 3.0EC
TUWEL

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: UE Exercise
  • Format: Distance Learning

Learning outcomes

After successful completion of the course, students are able to use tools of stochastic analysis and to simulate the dynamics of share prices and Viennese Processes. They know how to disretise stochastic differential equations and to work with types of the Black-Scholes equation.

Subject of course

see course

Teaching methods

Calculation and discussion of exercise examples

Mode of examination

Written

Lecturers

Institute

Examination modalities

Evaluation of resolved home work

Course registration

Begin End Deregistration end
06.10.2020 14:00 03.01.2021 04:20 03.01.2021 04:20

Curricula

Literature

No lecture notes are available.

Language

German