# 105.661 AKFVM Implementation of stochastic methods in financial and actuarial mathematics This course is in all assigned curricula part of the STEOP.\$(function(){PrimeFaces.cw("Tooltip","widget_j_id_20",{id:"j_id_20",showEffect:"fade",hideEffect:"fade",target:"isAllSteop"});});This course is in at least 1 assigned curriculum part of the STEOP.\$(function(){PrimeFaces.cw("Tooltip","widget_j_id_22",{id:"j_id_22",showEffect:"fade",hideEffect:"fade",target:"isAnySteop"});}); 2019W 2017W 2015W 2013W

2019W, VU, 2.0h, 3.0EC

## Properties

• Semester hours: 2.0
• Credits: 3.0
• Type: VU Lecture and Exercise

## Learning outcomes

After successful completion of the course, students are able to implement examples regarding banking and insurance business on their own in the programming languages Visual Basic for Applications (VBA) in Excel resp. R.

## Subject of course

Selected Topics of financial and actuarial mathematics

## Teaching methods

Explanations and programming

## Mode of examination

Immanent

Laptop with Microsoft Excel, R and RStudio necessary:

R-Installation https://cran.r-project.org/
RStudio https://www.rstudio.com/products/RStudio/

## Course dates

DayTimeDateLocationDescription
Thu18:00 - 20:0024.10.2019 - 12.12.2019Sem.R. DB gelb 09 Termin Gartner
Mon18:00 - 20:0028.10.2019 - 13.01.2020Sem.R. DB gelb 09 Termin Predota
AKFVM Implementation of stochastic methods in financial and actuarial mathematics - Single appointments
DayDateTimeLocationDescription
Thu24.10.201918:00 - 20:00Sem.R. DB gelb 09 Termin Gartner
Mon28.10.201918:00 - 20:00Sem.R. DB gelb 09 Termin Predota
Thu31.10.201918:00 - 20:00Sem.R. DB gelb 09 Termin Gartner
Thu07.11.201918:00 - 20:00Sem.R. DB gelb 09 Termin Gartner
Mon11.11.201918:00 - 20:00Sem.R. DB gelb 09 Termin Predota
Thu14.11.201918:00 - 20:00Sem.R. DB gelb 09 Termin Gartner
Thu21.11.201918:00 - 20:00Sem.R. DB gelb 09 Termin Gartner
Mon25.11.201918:00 - 20:00Sem.R. DB gelb 09 Termin Predota
Thu28.11.201918:00 - 20:00Sem.R. DB gelb 09 Termin Gartner
Mon02.12.201918:00 - 20:00Sem.R. DB gelb 09 Termin Predota
Thu05.12.201918:00 - 20:00Sem.R. DB gelb 09 Termin Gartner
Mon09.12.201918:00 - 20:00Sem.R. DB gelb 09 Termin Predota
Thu12.12.201918:00 - 20:00Sem.R. DB gelb 09 Termin Gartner
Mon16.12.201918:00 - 20:00Sem.R. DB gelb 09 Termin Predota
Mon13.01.202018:00 - 20:00Sem.R. DB gelb 09 Ersatztermin Predota

## Examination modalities

Participation and homework

## Course registration

Begin End Deregistration end
03.07.2019 00:00 07.10.2019 16:00 21.10.2019 22:59

### Registration modalities

Ideale Voraussetzung für die Teilnahme sind Kenntnisse der Vorlesung:

"Finanzmärkte, Finanzintermediation und Kapitalanlage (105.636)" [bzw. der Vorgängervorlesung: "Finanzmärkte und Finanzintermediation (105.119)"]

sowie von Basisvorlesungen aus Finanz- und Versicherungsmathematik.

### Precondition

The student must have at least 5 of the course(s) completed listed below:

## Literature

No lecture notes are available.

## Previous knowledge

Empfohlene Lehrveranstaltungen:

• Lebensversicherungsmathematik
• Finanzmathematik 1
• Risikomanagement im Finanz- und Versicherungswesen
• Finanzmärkte, Finanzintermediation und Kapitalanlage
• (AKFVM Gesamtbanksteuerung unter Basel III)

## Miscellaneous

• Attendance Required!

German