105.051 Mathematical finance 1
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2009W, SE, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • 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 - 16:0007.10.2009 - 28.01.2010Sem.R. DA grün 06A GRANDITS
Mathematical finance 1 - Single appointments
DayDateTimeLocationDescription
Wed07.10.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed14.10.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed21.10.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed28.10.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed04.11.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed11.11.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed18.11.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed25.11.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed02.12.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed09.12.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed16.12.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed23.12.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed30.12.200914:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed06.01.201014:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed13.01.201014:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed20.01.201014:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed27.01.201014:00 - 16:00Sem.R. DA grün 06A GRANDITS

Course registration

Not necessary

Curricula

Literature

Seydl, Einführung in die numerische Berechnung von Finanz-Derivaten

Language

German