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105.051
Mathematical finance 1
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2005W, 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
Grandits, Peter
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Wed
14:15 - 15:45
05.10.2005 - 26.01.2006
Seminarraum 105B
GRANDITS
Show single appointments
Mathematical finance 1 - Single appointments
F
P
1
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E
Day
Date
Time
Location
Description
Wed
05.10.2005
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
12.10.2005
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
19.10.2005
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
26.10.2005
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
02.11.2005
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
09.11.2005
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
16.11.2005
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
23.11.2005
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
30.11.2005
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
07.12.2005
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
14.12.2005
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
21.12.2005
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
28.12.2005
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
04.01.2006
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
11.01.2006
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
18.01.2006
14:15 - 15:45
Seminarraum 105B
GRANDITS
Wed
25.01.2006
14:15 - 15:45
Seminarraum 105B
GRANDITS
F
P
1
N
E
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
No records found.
Literature
Seydl, Einführung in die numerische Berechnung von Finanz-Derivaten
Language
German