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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.
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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
Grandits, Peter
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Wed
14:00 - 16:00
07.10.2009 - 28.01.2010
Sem.R. DA grün 06A
GRANDITS
Show single appointments
Mathematical finance 1 - Single appointments
F
P
1
N
E
Day
Date
Time
Location
Description
Wed
07.10.2009
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
14.10.2009
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
21.10.2009
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
28.10.2009
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
04.11.2009
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
11.11.2009
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
18.11.2009
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
25.11.2009
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
02.12.2009
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
09.12.2009
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
16.12.2009
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
23.12.2009
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
30.12.2009
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
06.01.2010
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
13.01.2010
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
20.01.2010
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
Wed
27.01.2010
14:00 - 16:00
Sem.R. DA grün 06A
GRANDITS
F
P
1
N
E
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
066 400 Mathematics
Not specified
066 401 Statistics
Not specified
066 402 Mathematics in Science and Technology
Not specified
066 403 Mathematics in Economics
Not specified
066 404 Mathematics in Computer Science
Not specified
066 405 Financial and Actuarial Mathematics
Not specified
066 415 Actuarial Mathematics
Mandatory
3. Semester
860 Technical Mathematics
Not specified
864 Mathematics for Natural Sciences
Not specified
866 Economic Mathematics
Not specified
867 Statistics
Not specified
869 Mathematics in Computer Science
Not specified
873 Finance and Actuarial Mathematics
Not specified
Literature
Seydl, Einführung in die numerische Berechnung von Finanz-Derivaten
Language
German