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.

2017W, SE, 2.0h, 3.0EC

Properties

Introduction to the numerics of financial derivatives

pseudo random numbers, integration of stochastic differential equations, finite difference methods applied to problems in financial mathematics

Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: http://www.tuwien.ac.at/fileadmin/t/ukanzlei/t-ukanzlei-english/Plagiarism.pdfPlease consider the plagiarism guidelines of TU Wien when writing your seminar paper: Directive concerning the handling of plagiarism (PDF)

Day	Time	Date	Location	Description
Thu	10:00 - 12:00	05.10.2017 - 25.01.2018	Sem.R. DA grün 06A	.
Thu	09:30 - 12:00	14.12.2017	Sem.R. DA grün 06A	Früherer Beginn

AKFVM Seminar on Financial and Actuarial Mathematics - Single appointments

Day	Date	Time	Location	Description
Thu	05.10.2017	10:00 - 12:00	Sem.R. DA grün 06A	.
Thu	12.10.2017	10:00 - 12:00	Sem.R. DA grün 06A	.
Thu	19.10.2017	10:00 - 12:00	Sem.R. DA grün 06A	.
Thu	09.11.2017	10:00 - 12:00	Sem.R. DA grün 06A	.
Thu	16.11.2017	10:00 - 12:00	Sem.R. DA grün 06A	.
Thu	23.11.2017	10:00 - 12:00	Sem.R. DA grün 06A	.
Thu	30.11.2017	10:00 - 12:00	Sem.R. DA grün 06A	.
Thu	07.12.2017	10:00 - 12:00	Sem.R. DA grün 06A	.
Thu	14.12.2017	09:30 - 12:00	Sem.R. DA grün 06A	Früherer Beginn
Thu	21.12.2017	10:00 - 12:00	Sem.R. DA grün 06A	.
Thu	11.01.2018	10:00 - 12:00	Sem.R. DA grün 06A	.
Thu	18.01.2018	10:00 - 12:00	Sem.R. DA grün 06A	.
Thu	25.01.2018	10:00 - 12:00	Sem.R. DA grün 06A	.

Begin	End	Deregistration end
31.08.2017 00:00	08.10.2017 23:59	30.10.2017 23:59

Study Code	Obligation	Semester	Precon.	Info
860 GW Optional Courses - Technical Mathematics	Not specified

Seydl, Einführung in die numerische Berechnung von Finanz-Derivaten

German