Syllabus

Title
4421 Mathematical Methods - Financial Mathematics
Instructors
Gabriela Kovacova, DPhil
Contact details
gabriela.kovacova@wu.ac.at
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
02/20/23 to 03/03/23
Registration via LPIS
Notes to the course
Subject(s) Bachelor Programs
Elective Course II - Mathematical Methods
Course II - Mathematical Methods
Dates
Day Date Time Room
Wednesday 03/08/23 10:00 AM - 12:00 PM Online-Einheit
Tuesday 03/14/23 10:00 AM - 12:00 PM TC.4.01
Wednesday 03/22/23 10:00 AM - 12:00 PM TC.5.12
Wednesday 03/29/23 10:00 AM - 12:00 PM TC.3.06
Wednesday 04/12/23 10:00 AM - 12:00 PM D4.0.136
Wednesday 04/19/23 10:00 AM - 12:00 PM TC.4.17
Wednesday 04/26/23 10:00 AM - 12:00 PM TC.3.03
Wednesday 05/03/23 10:00 AM - 12:00 PM TC.5.12
Wednesday 05/10/23 10:00 AM - 12:00 PM D5.1.002
Wednesday 05/17/23 10:00 AM - 12:00 PM TC.5.12
Wednesday 05/24/23 10:00 AM - 12:00 PM D4.0.136
Wednesday 06/14/23 10:00 AM - 12:00 PM TC.5.12

On this page:

to top
Contents

In this course, we will introduce selected topics from financial mathematics, such as mean-variance portfolio theory, capital asset pricing model or option pricing on binomial market model.

to top
Learning outcomes

After completing this class the student will have the ability to describe and apply the introduced models of financial mathematics.

to top
Attendance requirements

Since this is a course with an immanent examination character (PI), attendance is mandatory. Students can miss two units without excuse, absenteeism in further units must be excused / justified by email.

Homework solutions will be presented in class, up to twice not being present when randomly chosen to present homework is acceptable.
to top
Teaching/learning method(s)
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.The course also serves as a preparation for some of the mathematics lectures of the Master in Quantitative Finance curriculum.
to top
Assessment
  • homework assignments (30% of the final grade) , students will be asked to present their solutions in the class, presentation of the solutions is also counted towards the grade
  • midterm exam (weight 30%)
  • final exam (weight 40%)

Grading key:

1:  >= 90%

2:  >= 80%

3:  >= 65%

4:  >= 50%

5:  < 50%

 

to top
Prerequisites for participation and waiting lists
Having participated in the course "Mathematical Methods 1 -- Mathematische Grundlagen" is an advantage, but it is NOT a prerequisite for this course. The materials from "Mathematical Methods 1 -- Mathematische Grundlagen" will be made available.
to top
Readings

Please log in with your WU account to use all functionalities of read!t. For off-campus access to our licensed electronic resources, remember to activate your VPN connection connection. In case you encounter any technical problems or have questions regarding read!t, please feel free to contact the library at readinglists@wu.ac.at.

to top
Recommended previous knowledge and skills

to top
Availability of lecturer(s)

gabriela.kovacova@wu.ac.at

to top
Other
Course Readings:The material will be made available at Learn@WU.
Last edited: 2023-03-06



Back