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105.032
Advanced Mathematical Finance II (Tutorial)
2005S
2004S
2003S
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
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Thu
12:00 - 13:00
18.03.2004 - 30.06.2004
FH Hörsaal 2
FULMEK
Show single appointments
Advanced Mathematical Finance II (Tutorial) - Single appointments
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P
1
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Day
Date
Time
Location
Description
Thu
18.03.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
Thu
25.03.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
Thu
01.04.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
Thu
08.04.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
Thu
15.04.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
Thu
22.04.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
Thu
29.04.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
Thu
06.05.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
Thu
13.05.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
Thu
20.05.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
Thu
27.05.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
Thu
03.06.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
Thu
10.06.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
Thu
17.06.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
Thu
24.06.2004
12:00 - 13:00
FH Hörsaal 2
FULMEK
F
P
1
N
E
Examination modalities
Beurteilt.
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
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
105.031 VO Advanced Mathematical Finance II
Language
English