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
TUWEL

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

We will discuss topics from the book:

The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications

Fabozzi, Frank J; Focardi, Sergio M; Rachev, Svetlozar T; Arshanapalli, Bala G; Hoechstoetter, Markus,  New York: John Wiley & Sons, Incorporated 2014

Teaching methods

Presentations of the participants

Mode of examination

Immanent

Additional information

  • Das Seminar wird dieses Wintersemester im "distance learning" Modus abgehalten. Das heißt insbesondere, dass die Vorträge in einem  "zoom-meeting" stattfinden. Die Abwicklung läuft über TUWEL (Link zu den zoom meetings, Unterlagen, ...). Daher ist auch eine (rechtzeitige) Anmeldung für das Seminar (im TISS) notwendig.
Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: Directive concerning the handling of plagiarism (PDF)

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Mon14:00 - 15:0012.10.2020 (LIVE)Vorbesprechung (Zoom meeting, Link via TUWEL)

Examination modalities

Presentation and summary

Course registration

Begin End Deregistration end
02.10.2020 00:00 09.10.2020 23:59 09.10.2020 23:59

Curricula

Literature

The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications

Fabozzi, Frank J; Focardi, Sergio M; Rachev, Svetlozar T; Arshanapalli, Bala G; Hoechstoetter, Markus,  New York: John Wiley & Sons, Incorporated 2014



Miscellaneous

  • Attendance Required!

Language

if required in English