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105.080 Introduction to 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.

2009S, VO, 2.0h, 2.0EC

Properties

  • Semester hours: 2.0
  • Credits: 2.0
  • Type: VO Lecture

Aim of course

The basic ideas of financial and actuarial mathematics are presented to the students in such a way to enable them to later include these topics into their teaching activities.

Subject of course

concept of arbitrage, portfolio optimization,option pricing,Brownian motion, ; risk models in insurance mathematics, ruin probabilities.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Fri09:00 - 11:0013.03.2009 - 26.06.2009Sem.R. DA grün 06A GRANDITS
Introduction to financial and actuarial mathematics - Single appointments
DayDateTimeLocationDescription
Fri13.03.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri20.03.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri27.03.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri03.04.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri10.04.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri17.04.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri24.04.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri01.05.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri08.05.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri15.05.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri22.05.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri29.05.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri05.06.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri12.06.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri19.06.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS
Fri26.06.200909:00 - 11:00Sem.R. DA grün 06A GRANDITS

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
406 Subject: Mathematics Mandatory

Literature

No lecture notes are available.

Language

German