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105.032
Advanced Mathematical Finance II (Tutorial)
Canceled
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.
2005S
2004S
2003S
2005S, 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
---
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Examination modalities
Beurteilt.
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
066 415 Actuarial Mathematics
Not specified
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