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.

2022W, UE, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: UE Exercise
  • Format: Hybrid

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

Course dates

DayTimeDateLocationDescription
Wed14:00 - 16:0012.10.2022 - 25.01.2023Sem.R. DA grün 06A Exercise Class
AKFVM-AKNUM Computational Finance - Single appointments
DayDateTimeLocationDescription
Wed12.10.202214:00 - 16:00Sem.R. DA grün 06A Exercise Class
Wed19.10.202214:00 - 16:00Sem.R. DA grün 06A Exercise Class
Wed09.11.202214:00 - 16:00Sem.R. DA grün 06A Exercise Class
Wed16.11.202214:00 - 16:00Sem.R. DA grün 06A Exercise Class
Wed23.11.202214:00 - 16:00Sem.R. DA grün 06A Exercise Class
Wed30.11.202214:00 - 16:00Sem.R. DA grün 06A Exercise Class
Wed07.12.202214:00 - 16:00Sem.R. DA grün 06A Exercise Class
Wed14.12.202214:00 - 16:00Sem.R. DA grün 06A Exercise Class
Wed21.12.202214:00 - 16:00Sem.R. DA grün 06A Exercise Class
Wed11.01.202314:00 - 16:00Sem.R. DA grün 06A Exercise Class
Wed18.01.202314:00 - 16:00Sem.R. DA grün 06A Exercise Class
Wed25.01.202314:00 - 16:00Sem.R. DA grün 06A Exercise Class

Examination modalities

Evaluation of resolved home work

Course registration

Begin End Deregistration end
01.09.2022 00:00 30.09.2022 23:59 30.09.2022 23:59

Curricula

Study CodeObligationSemesterPrecon.Info
066 646 Computational Science and Engineering Not specified
860 GW Optional Courses - Technical Mathematics Not specified

Literature

No lecture notes are available.

Language

German