105.032 Advanced Mathematical Finance II (Tutorial)

2004S, UE, 1.0h, 1.0EC

Properties

  • Semester hours: 1.0
  • Credits: 1.0
  • Type: UE Exercise

Aim of course

The theory developped in the lecture 'Advanced Mathematical Finance II' shall be used for solving complementary exercises, which will deepen the understanding of the material presented in the lecture and which shall illustrate the importance of mathematical finance in the financial engineering industry. If wished, priorities will be set on practical applications (making use of mathematical software).

Subject of course

Cf. contents of the lecture 'Advanced Mathematical Finance II'.

Lecturers

  • Gaier, Johanna

Institute

Course dates

DayTimeDateLocationDescription
Thu12:00 - 13:0018.03.2004 - 30.06.2004FH Hörsaal 2 FULMEK
Advanced Mathematical Finance II (Tutorial) - Single appointments
DayDateTimeLocationDescription
Thu18.03.200412:00 - 13:00FH Hörsaal 2 FULMEK
Thu25.03.200412:00 - 13:00FH Hörsaal 2 FULMEK
Thu01.04.200412:00 - 13:00FH Hörsaal 2 FULMEK
Thu08.04.200412:00 - 13:00FH Hörsaal 2 FULMEK
Thu15.04.200412:00 - 13:00FH Hörsaal 2 FULMEK
Thu22.04.200412:00 - 13:00FH Hörsaal 2 FULMEK
Thu29.04.200412:00 - 13:00FH Hörsaal 2 FULMEK
Thu06.05.200412:00 - 13:00FH Hörsaal 2 FULMEK
Thu13.05.200412:00 - 13:00FH Hörsaal 2 FULMEK
Thu20.05.200412:00 - 13:00FH Hörsaal 2 FULMEK
Thu27.05.200412:00 - 13:00FH Hörsaal 2 FULMEK
Thu03.06.200412:00 - 13:00FH Hörsaal 2 FULMEK
Thu10.06.200412:00 - 13:00FH Hörsaal 2 FULMEK
Thu17.06.200412:00 - 13:00FH Hörsaal 2 FULMEK
Thu24.06.200412:00 - 13:00FH Hörsaal 2 FULMEK

Examination modalities

Beurteilt.

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

J.M. Steele, Stochastic Calculus and Financial Applications, Springer (2001) J. Hull, Options, Futures and Other Derivatives, Prentice Hall, 3rd Edition (1997) T. Björk, Arbitrage Theory in Continuous Time, Oxford University Press (1998) R. Rebonato, Interest-Rate Options Models, Wiley, revised Edition (1998) J. James and N. Webber, Interest Rate Modelling, Wiley, Reprint (2001)

Accompanying courses

Language

English