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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.
2014W
2012S
2011S
2010S
2009S
2008S
2007S
2005W
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
Grandits, Peter
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Fri
09:00 - 11:00
13.03.2009 - 26.06.2009
Sem.R. DA grün 06A
GRANDITS
Show single appointments
Introduction to financial and actuarial mathematics - Single appointments
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P
1
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Day
Date
Time
Location
Description
Fri
13.03.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
20.03.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
27.03.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
03.04.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
10.04.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
17.04.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
24.04.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
01.05.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
08.05.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
15.05.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
22.05.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
29.05.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
05.06.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
12.06.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
19.06.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
Fri
26.06.2009
09:00 - 11:00
Sem.R. DA grün 06A
GRANDITS
F
P
1
N
E
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
406 Subject: Mathematics
Mandatory
Literature
No lecture notes are available.
Language
German