105.075 AKVFM Numerical Methods in 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.

2006S, UE, 1.0h, 1.0EC

Properties

  • Semester hours: 1.0
  • Credits: 1.0
  • Type: UE Exercise

Aim of course

Application of the numerical methods presented in the lecture.

Subject of course

Exercises using the topics treated in the corresponding lecture.

Lecturers

  • Kainhofer, Reinhold

Institute

Course dates

DayTimeDateLocationDescription
Mon14:00 - 15:3006.03.2006Sem.R. DA grün 06A Vorbesprechung: KAINHOFER
Thu13:00 - 14:0009.03.2006 - 17.03.2006Sem.R. DA grün 06A KAINHOFER
Tue14:30 - 15:3021.03.2006 - 30.06.2006FH Hörsaal 4 KAINHOFER
AKVFM Numerical Methods in Financial and Actuarial Mathematics - Single appointments
DayDateTimeLocationDescription
Mon06.03.200614:00 - 15:30Sem.R. DA grün 06A Vorbesprechung: KAINHOFER
Thu09.03.200613:00 - 14:00Sem.R. DA grün 06A KAINHOFER
Thu16.03.200613:00 - 14:00Sem.R. DA grün 06A KAINHOFER
Tue21.03.200614:30 - 15:30FH Hörsaal 4 KAINHOFER
Tue28.03.200614:30 - 15:30FH Hörsaal 4 KAINHOFER
Tue04.04.200614:30 - 15:30FH Hörsaal 4 KAINHOFER
Tue11.04.200614:30 - 15:30FH Hörsaal 4 KAINHOFER
Tue18.04.200614:30 - 15:30FH Hörsaal 4 KAINHOFER
Tue25.04.200614:30 - 15:30FH Hörsaal 4 KAINHOFER
Tue02.05.200614:30 - 15:30FH Hörsaal 4 KAINHOFER
Tue09.05.200614:30 - 15:30FH Hörsaal 4 KAINHOFER
Tue16.05.200614:30 - 15:30FH Hörsaal 4 KAINHOFER
Tue23.05.200614:30 - 15:30FH Hörsaal 4 KAINHOFER
Tue30.05.200614:30 - 15:30FH Hörsaal 4 KAINHOFER
Tue06.06.200614:30 - 15:30FH Hörsaal 4 KAINHOFER
Tue13.06.200614:30 - 15:30FH Hörsaal 4 KAINHOFER
Tue20.06.200614:30 - 15:30FH Hörsaal 4 KAINHOFER
Tue27.06.200614:30 - 15:30FH Hörsaal 4 KAINHOFER

Examination modalities

Solution of numerical problems using a computer

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
066 415 Actuarial Mathematics Not specified
740 Industrial Engineering-Management Mandatory elective

Literature

R. Seydel: Tools for Computational Finance, Second Edition, Springer, 2004. P. Glasserman: Monte Carlo Methods in Financial Engineering, Springer, 2004 L. Devroye: Non-Uniform Random Variate Generation, Springer, 1986.

Accompanying courses

Miscellaneous

Language

German