105.080 Introduction to financial and actuarial mathematics Canceled
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2012S, 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

  • Kleinert, Maximilian

Institute

Course registration

Begin End Deregistration end
01.02.2012 00:00 16.02.2012 23:59 16.02.2012 23:59

Curricula

Study CodeObligationSemesterPrecon.Info
406 Subject: Mathematics Mandatory

Literature

No lecture notes are available.

Miscellaneous

Language

German