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, 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

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Institute

Examination modalities

Beurteilt.

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.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

Language

English