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.

2011S, 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

Gerhold, Stefan

Institute

E105 Institute of Statistics and Mathematical Methods in Economics

Course dates

Day	Time	Date	Location	Description
Fri	10:15 - 11:45	04.03.2011 - 30.06.2011	FH Hörsaal 3 - MATH	GERHOLD

Show single appointments

Introduction to financial and actuarial mathematics - Single appointments

Day	Date	Time	Location	Description
Fri	04.03.2011	10:15 - 11:45	FH Hörsaal 3 - MATH	GERHOLD
Fri	11.03.2011	10:15 - 11:45	FH Hörsaal 3 - MATH	GERHOLD
Fri	18.03.2011	10:15 - 11:45	FH Hörsaal 3 - MATH	GERHOLD
Fri	25.03.2011	10:15 - 11:45	FH Hörsaal 3 - MATH	GERHOLD
Fri	01.04.2011	10:15 - 11:45	FH Hörsaal 3 - MATH	GERHOLD
Fri	08.04.2011	10:15 - 11:45	FH Hörsaal 3 - MATH	GERHOLD
Fri	15.04.2011	10:15 - 11:45	FH Hörsaal 3 - MATH	GERHOLD
Fri	06.05.2011	10:15 - 11:45	FH Hörsaal 3 - MATH	GERHOLD
Fri	13.05.2011	10:15 - 11:45	FH Hörsaal 3 - MATH	GERHOLD
Fri	20.05.2011	10:15 - 11:45	FH Hörsaal 3 - MATH	GERHOLD
Fri	27.05.2011	10:15 - 11:45	FH Hörsaal 3 - MATH	GERHOLD
Fri	10.06.2011	10:15 - 11:45	FH Hörsaal 3 - MATH	GERHOLD
Fri	17.06.2011	10:15 - 11:45	FH Hörsaal 3 - MATH	GERHOLD
Fri	24.06.2011	10:15 - 11:45	FH Hörsaal 3 - MATH	GERHOLD

Course registration

Not necessary

Curricula

Study Code	Obligation	Semester	Precon.	Info
406 Subject: Mathematics	Mandatory

Literature

No lecture notes are available.

Go to Course Materials

Miscellaneous

Course homepage

Language

German