Universität Wien
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250329 KO Mathematics of finance (2006S)

Mathematics of finance

0.00 ECTS (2.00 SWS), SPL 25 - Mathematik
Continuous assessment of course work

Details

Language: German

Lecturers

Classes (iCal) - next class is marked with N

  • Wednesday 15.03. 17:00 - 19:00 Hörsaal 1 2A120 1.OG UZA II Geo-Zentrum
  • Wednesday 22.03. 17:00 - 19:00 Hörsaal 1 2A120 1.OG UZA II Geo-Zentrum
  • Wednesday 29.03. 17:00 - 19:00 Hörsaal 1 2A120 1.OG UZA II Geo-Zentrum
  • Wednesday 05.04. 17:00 - 19:00 Hörsaal 1 2A120 1.OG UZA II Geo-Zentrum
  • Wednesday 26.04. 17:00 - 19:00 Hörsaal 1 2A120 1.OG UZA II Geo-Zentrum
  • Wednesday 03.05. 17:00 - 19:00 Hörsaal 1 2A120 1.OG UZA II Geo-Zentrum
  • Wednesday 10.05. 17:00 - 19:00 Hörsaal 1 2A120 1.OG UZA II Geo-Zentrum
  • Wednesday 17.05. 17:00 - 19:00 Hörsaal 1 2A120 1.OG UZA II Geo-Zentrum
  • Wednesday 24.05. 17:00 - 19:00 Hörsaal 1 2A120 1.OG UZA II Geo-Zentrum
  • Wednesday 31.05. 17:00 - 19:00 Hörsaal 1 2A120 1.OG UZA II Geo-Zentrum
  • Wednesday 07.06. 17:00 - 19:00 Hörsaal 1 2A120 1.OG UZA II Geo-Zentrum
  • Wednesday 14.06. 17:00 - 19:00 Hörsaal 1 2A120 1.OG UZA II Geo-Zentrum
  • Wednesday 21.06. 17:00 - 19:00 Hörsaal 1 2A120 1.OG UZA II Geo-Zentrum
  • Wednesday 28.06. 17:00 - 19:00 Hörsaal 1 2A120 1.OG UZA II Geo-Zentrum

Information

Aims, contents and method of the course

In this course, mathematicians (students and graduates) can get to know the professional
opportunities in finance (financial instruments, risk management).

Assessment and permitted materials

Minimum requirements and assessment criteria

Students should obtain some insight in the specific type of Applied Mathematics needed in banks and insurance companies.

Examination topics

In order to obtain the goals of the course a short introduction is followed by a series of talks by practitioners from the financial industry.
Since this is an interdisciplinary topic, the series of talks is organized together with the Vienna University of Economics and Business
Administration.

Reading list

John C. Hull, Options, Futures, and other Derivative Securities.

Association in the course directory

Last modified: Th 31.10.2024 00:15