• Basic mathematical vocabulary: Definition, Theorem, Proof,...
• Sums and Products
• Sets
• Logic
  
• Techniques of proof
  
• Functions
• sup, inf, max, min
• Sequences (convergence)

After completing this class the student will have the ability to:

• Understand and use fundamental mathematical vocabulary.
• Recognize and describe different proof techniques and apply them to simple problems.
• Define and explain several mathematical concepts (e.g. function, sequences, convergence etc.) and give examples.
• Analyse and structure (mathematical) problems.
• Read and comprehend simple mathematical texts.
• Present and communicate mathematical problems and their solutions.

Apart from that, the class will contribute to the ability to:

• Participate in group discussions/team work.

The purpose of the class is to give an introduction to basic mathematical concepts and methods as a preparation for the mathematics lectures of the Master in Quantitative Finance curriculum.

The class is mainly taught as a combination of lectures and exercises with homework assignments. Students present their solutions which will be discussed in the group.

• 3 written tests
• homework assignments + presentation of solutions in class (extra points)

The written tests will be strongly related to the problems already discussed in class.

andrea.wagner@wu.ac.at