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.

2024W, 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
Fri10:00 - 11:3004.10.2024 - 24.01.2025Seminarraum 107/1 Exercise Class
AKFVM-AKNUM Computational Finance - Single appointments
DayDateTimeLocationDescription
Fri04.10.202410:00 - 11:30Seminarraum 107/1 Exercise Class
Fri11.10.202410:00 - 11:30Seminarraum 107/1 Exercise Class
Fri18.10.202410:00 - 11:30Seminarraum 107/1 Exercise Class
Fri25.10.202410:00 - 11:30Seminarraum 107/1 Exercise Class
Fri08.11.202410:00 - 11:30Seminarraum 107/1 Exercise Class
Fri22.11.202410:00 - 11:30Seminarraum 107/1 Exercise Class
Fri29.11.202410:00 - 11:30Seminarraum 107/1 Exercise Class
Fri06.12.202410:00 - 11:30Seminarraum 107/1 Exercise Class
Fri13.12.202410:00 - 11:30Seminarraum 107/1 Exercise Class
Fri20.12.202410:00 - 11:30Seminarraum 107/1 Exercise Class
Fri10.01.202510:00 - 11:30Seminarraum 107/1 Exercise Class
Fri17.01.202510:00 - 11:30Seminarraum 107/1 Exercise Class
Fri24.01.202510:00 - 11:30Seminarraum 107/1 Exercise Class

Examination modalities

Evaluation of resolved home work

Course registration

Begin End Deregistration end
05.09.2024 00:00 04.10.2024 23:59 04.10.2024 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