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.

2023W, SE, 2.0h, 3.0EC


  • Semester hours: 2.0
  • Credits: 3.0
  • Type: SE Seminar
  • Format: Presence

Learning outcomes

After successful completion of the course, students are able to work on practical relevant problems, stemming from the area Monte Carlo simulation and their appications in financial and insurance mathematics and to give a lecture about it.

Subject of course

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

Teaching methods

presentation by  the students

Mode of examination


Additional information

Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: Directive concerning the handling of plagiarism (PDF)



Course dates

Thu13:00 - 15:0005.10.2023 - 25.01.2024Sem.R. DA grün 06A .
AKFVM Seminar on Financial and Actuarial Mathematics - Single appointments
Thu05.10.202313:00 - 15:00Sem.R. DA grün 06A .
Thu12.10.202313:00 - 15:00Sem.R. DA grün 06A .
Thu19.10.202313:00 - 15:00Sem.R. DA grün 06A .
Thu09.11.202313:00 - 15:00Sem.R. DA grün 06A .
Thu16.11.202313:00 - 15:00Sem.R. DA grün 06A .
Thu23.11.202313:00 - 15:00Sem.R. DA grün 06A .
Thu30.11.202313:00 - 15:00Sem.R. DA grün 06A .
Thu07.12.202313:00 - 15:00Sem.R. DA grün 06A .
Thu14.12.202313:00 - 15:00Sem.R. DA grün 06A .
Thu21.12.202313:00 - 15:00Sem.R. DA grün 06A .
Thu11.01.202413:00 - 15:00Sem.R. DA grün 06A .
Thu18.01.202413:00 - 15:00Sem.R. DA grün 06A .
Thu25.01.202413:00 - 15:00Sem.R. DA grün 06A .

Examination modalities

presentation by  the students

Course registration

Begin End Deregistration end
31.08.2023 00:00 05.10.2023 23:59 30.10.2023 23:59


Study CodeObligationSemesterPrecon.Info
860 GW Optional Courses - Technical Mathematics Not specified


Seydl, Einführung in die numerische Berechnung von Finanz-Derivaten