105.051 Mathematical finance 1

2008W, SE, 2.0h, 2.0EC
Quinn ECTS survey

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
Wed14:00 - 16:0008.10.2008 - 31.01.2009Sem.R. DA grün 06A GRANDITS
Mathematical finance 1 - Single appointments
DayDateTimeLocationDescription
Wed08.10.200814:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed15.10.200814:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed22.10.200814:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed29.10.200814:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed05.11.200814:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed12.11.200814:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed19.11.200814:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed26.11.200814:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed03.12.200814:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed10.12.200814:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed17.12.200814:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed24.12.200814:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed31.12.200814:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed07.01.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed14.01.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed21.01.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed28.01.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS

Exams

DayTimeDateRoomMode of examinationApplication timeApplication modeExam
Tue - 30.01.2024assessedno application-Benotung zu Semesterende (2022W)

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

Seydl, Einführung in die numerische Berechnung von Finanz-Derivaten

Language

German