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.
Syllabus
Title
4421 Mathematical Methods - Financial Mathematics
Instructors
Gabriela Kovacova, DPhil
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
02/20/23 to 03/03/23
Registration via LPIS
Registration via LPIS
Notes to the course
Subject(s) Bachelor Programs
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 |
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.
After completing this class the student will have the ability to describe and apply the introduced models of financial mathematics.
Homework solutions will be presented in class, up to twice not being present when randomly chosen to present homework is acceptable.
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.
- 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%
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.
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Last edited: 2023-03-06
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