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

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: Directive concerning the handling of plagiarism (PDF)

Day	Time	Date	Location	Description
Thu	11:00 - 12:00	04.10.2018	Sem.R. DB gelb 04	Vorbesprechung
Thu	13:00 - 14:45	11.10.2018 - 31.01.2019	Sem.R. DB gelb 04	.

AKFVM Seminar on Financial and Actuarial Mathematics - Single appointments

Day	Date	Time	Location	Description
Thu	04.10.2018	11:00 - 12:00	Sem.R. DB gelb 04	Vorbesprechung
Thu	11.10.2018	13:00 - 14:45	Sem.R. DB gelb 04	.
Thu	18.10.2018	13:00 - 14:45	Sem.R. DB gelb 04	.
Thu	25.10.2018	13:00 - 14:45	Sem.R. DB gelb 04	.
Thu	08.11.2018	13:00 - 14:45	Sem.R. DB gelb 04	.
Thu	22.11.2018	13:00 - 14:45	Sem.R. DB gelb 04	.
Thu	29.11.2018	13:00 - 14:45	Sem.R. DB gelb 04	.
Thu	06.12.2018	13:00 - 14:45	Sem.R. DB gelb 04	.
Thu	13.12.2018	13:00 - 14:45	Sem.R. DB gelb 04	.
Thu	20.12.2018	13:00 - 14:45	Sem.R. DB gelb 04	.
Thu	10.01.2019	13:00 - 14:45	Sem.R. DB gelb 04	.
Thu	17.01.2019	13:00 - 14:45	Sem.R. DB gelb 04	.
Thu	24.01.2019	13:00 - 14:45	Sem.R. DB gelb 04	.
Thu	31.01.2019	13:00 - 14:45	Sem.R. DB gelb 04	.

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