105.051 Mathematical finance 1

2003W, SE, 2.0h, 2.0EC

Properties

  • Semester hours: 2.0
  • Credits: 2.0
  • Type: SE Seminar

Aim of course

Introduction to the numerics of financial derivatives

Subject of course

pseudo random numbers, integration of stochastic differential equations, finite difference methods applied to problems in financial mathematics

Additional information

Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: Directive concerning the handling of plagiarism (PDF)

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Wed14:15 - 15:4515.10.2003 - 29.01.2004Seminarraum 105B GRANDITS
Mathematical finance 1 - Single appointments
DayDateTimeLocationDescription
Wed15.10.200314:15 - 15:45Seminarraum 105B GRANDITS
Wed22.10.200314:15 - 15:45Seminarraum 105B GRANDITS
Wed29.10.200314:15 - 15:45Seminarraum 105B GRANDITS
Wed05.11.200314:15 - 15:45Seminarraum 105B GRANDITS
Wed12.11.200314:15 - 15:45Seminarraum 105B GRANDITS
Wed19.11.200314:15 - 15:45Seminarraum 105B GRANDITS
Wed26.11.200314:15 - 15:45Seminarraum 105B GRANDITS
Wed03.12.200314:15 - 15:45Seminarraum 105B GRANDITS
Wed10.12.200314:15 - 15:45Seminarraum 105B GRANDITS
Wed17.12.200314:15 - 15:45Seminarraum 105B GRANDITS
Wed24.12.200314:15 - 15:45Seminarraum 105B GRANDITS
Wed31.12.200314:15 - 15:45Seminarraum 105B GRANDITS
Wed07.01.200414:15 - 15:45Seminarraum 105B GRANDITS
Wed14.01.200414:15 - 15:45Seminarraum 105B GRANDITS
Wed21.01.200414:15 - 15:45Seminarraum 105B GRANDITS
Wed28.01.200414:15 - 15:45Seminarraum 105B GRANDITS

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

Seydl, Einführung in die numerische Berechnung von Finanz-Derivaten

Language

German