105.080 Introduction to financial and actuarial mathematics

2008S, VO, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • 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

Binomial model, Brownian motion, option pricing; life insurance, mortality tables.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue14:30 - 16:0004.03.2008 - 30.06.2008FH Hörsaal 4 GERHOLD
Introduction to financial and actuarial mathematics - Single appointments
DayDateTimeLocationDescription
Tue04.03.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue11.03.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue18.03.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue25.03.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue01.04.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue08.04.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue15.04.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue22.04.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue29.04.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue06.05.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue13.05.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue20.05.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue27.05.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue03.06.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue10.06.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue17.06.200814:30 - 16:00FH Hörsaal 4 GERHOLD
Tue24.06.200814:30 - 16:00FH Hörsaal 4 GERHOLD

Examination modalities

Oral exam

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

Lecture notes for this course are available. Götz, Schweiger, Diboky: Mathematik-Lehrbuch Wirtschaft Hull: Options, Futures, and Other Derivatives Gerber: Lebensversicherungsmathematik

Miscellaneous

Language

German