105.051 AKFVM Seminar on Financial and Actuarial Mathematics
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2012W, 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 - 16:0003.10.2012 - 23.01.2013Sem.R. DA grün 06A GRANDITS
AKFVM Seminar on Financial and Actuarial Mathematics - Single appointments
DayDateTimeLocationDescription
Wed03.10.201214:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed10.10.201214:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed17.10.201214:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed24.10.201214:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed31.10.201214:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed07.11.201214:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed14.11.201214:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed21.11.201214:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed28.11.201214:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed05.12.201214:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed12.12.201214:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed09.01.201314:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed16.01.201314:00 - 16:00Sem.R. DA grün 06A GRANDITS
Wed23.01.201314:00 - 16:00Sem.R. DA grün 06A GRANDITS

Course registration

Begin End Deregistration end
01.08.2012 00:00 07.10.2012 23:59 31.10.2012 23:59

Curricula

Study CodeObligationSemesterPrecon.Info
066 415 Actuarial Mathematics Mandatory3. Semester
860 Technical Mathematics Not specified
860 GW Optional Courses - 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