105.051 Mathematical finance 1

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

Institute

Course dates

DayTimeDateLocationDescription
Wed14:15 - 15:4505.10.2005 - 26.01.2006Seminarraum 105B GRANDITS
Mathematical finance 1 - Single appointments
DayDateTimeLocationDescription
Wed05.10.200514:15 - 15:45Seminarraum 105B GRANDITS
Wed12.10.200514:15 - 15:45Seminarraum 105B GRANDITS
Wed19.10.200514:15 - 15:45Seminarraum 105B GRANDITS
Wed26.10.200514:15 - 15:45Seminarraum 105B GRANDITS
Wed02.11.200514:15 - 15:45Seminarraum 105B GRANDITS
Wed09.11.200514:15 - 15:45Seminarraum 105B GRANDITS
Wed16.11.200514:15 - 15:45Seminarraum 105B GRANDITS
Wed23.11.200514:15 - 15:45Seminarraum 105B GRANDITS
Wed30.11.200514:15 - 15:45Seminarraum 105B GRANDITS
Wed07.12.200514:15 - 15:45Seminarraum 105B GRANDITS
Wed14.12.200514:15 - 15:45Seminarraum 105B GRANDITS
Wed21.12.200514:15 - 15:45Seminarraum 105B GRANDITS
Wed28.12.200514:15 - 15:45Seminarraum 105B GRANDITS
Wed04.01.200614:15 - 15:45Seminarraum 105B GRANDITS
Wed11.01.200614:15 - 15:45Seminarraum 105B GRANDITS
Wed18.01.200614:15 - 15:45Seminarraum 105B GRANDITS
Wed25.01.200614:15 - 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