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.

2018W, 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: http://www.tuwien.ac.at/fileadmin/t/ukanzlei/t-ukanzlei-english/Plagiarism.pdf

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Thu11:00 - 12:0004.10.2018Sem.R. DB gelb 04 Vorbesprechung
Thu13:00 - 14:4511.10.2018 - 31.01.2019Sem.R. DB gelb 04 .
AKFVM Seminar on Financial and Actuarial Mathematics - Single appointments
DayDateTimeLocationDescription
Thu04.10.201811:00 - 12:00Sem.R. DB gelb 04 Vorbesprechung
Thu11.10.201813:00 - 14:45Sem.R. DB gelb 04 .
Thu18.10.201813:00 - 14:45Sem.R. DB gelb 04 .
Thu25.10.201813:00 - 14:45Sem.R. DB gelb 04 .
Thu08.11.201813:00 - 14:45Sem.R. DB gelb 04 .
Thu22.11.201813:00 - 14:45Sem.R. DB gelb 04 .
Thu29.11.201813:00 - 14:45Sem.R. DB gelb 04 .
Thu06.12.201813:00 - 14:45Sem.R. DB gelb 04 .
Thu13.12.201813:00 - 14:45Sem.R. DB gelb 04 .
Thu20.12.201813:00 - 14:45Sem.R. DB gelb 04 .
Thu10.01.201913:00 - 14:45Sem.R. DB gelb 04 .
Thu17.01.201913:00 - 14:45Sem.R. DB gelb 04 .
Thu24.01.201913:00 - 14:45Sem.R. DB gelb 04 .
Thu31.01.201913:00 - 14:45Sem.R. DB gelb 04 .

Exams

DayTimeDateRoomMode of examinationApplication timeApplication modeExam
Wed - 29.01.2020assessedno application-Benotung zu Semesterende

Course registration

Begin End Deregistration end
30.08.2018 00:00 07.10.2018 23:59 29.10.2018 23:59

Curricula

Literature

Seydl, Einführung in die numerische Berechnung von Finanz-Derivaten

Language

German