105.673 AKOEK/AKFVM Selected topics in econometrics, finance and insurance
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2020W, SE, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: SE Seminar
  • Format: Distance Learning

Learning outcomes

After successful completion of the course, students are able to work through a concrete scientific text in econometrics and/or financial and actuarial mathematics and to present the corresponding content in an understandle kind of manner.

Subject of course

Limit Order Books

 

Teaching methods

Presentations of the participants

Mode of examination

Immanent

Additional information

Lecturers

Institute

Examination modalities

Presentation and summary

Course registration

Begin End Deregistration end
07.10.2020 00:00 14.10.2020 23:59 14.10.2020 23:59

Registration modalities:

At the preliminary meeting (2.10.2019).

Curricula

Literature

Frédéric Abergel, Marouane Anane, Anirban Chakraborti, Aymen Jedidi, and Ioane Muni Toke, Limit Order Books.
Cambridge University Press, Cambridge, 2016.

Nikolaus Hautsch,
Econometrics of financial high-frequency data.
Springer, Heidelberg, 2012.

Miscellaneous

  • Attendance Required!

Language

if required in English