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This entry is from Winter semester 2016/17 and might be obsolete. No current equivalent could be found.

Selected Topics on Financial Mathematics
(dt. Ausgewählte Themen der Finanzmathematik)

Level, degree of commitment Specialization module, depends on importing study program
Forms of teaching and learning,
workload		 Lecture (2 SWS),
90 hours (30 h attendance, 60 h private study)
Credit points,
formal requirements		 3 CP
Course requirement(s): Written or oral examination
Examination type: Successful completion of at least 50 percent of the points from the weekly exercises.
Language,
Grading		 German,
The grading is done with 0 to 15 points according to the examination regulations for the degree program M.Sc. Business Mathematics.
Subject, Origin Mathematics, M.Sc. Business Mathematics
Duration,
frequency		 One semester,
Regularly alternating with other application modules in economics
Person in charge of the module's outline Prof. Dr. Dr. Marcus Porembski, Prof. Dr. Hajo Holzmann

Contents

Depending on the course, e.g. interest structure models, Monte Carlo methods, credit risk.


Qualification Goals

The students shall

  • study a selected topic in quantitative finance in depth,
  • Gain insights and intuition into the practice of financial mathematical modelling in this field and be able to critically question models.

Prerequisites

Translation is missing. Here is the German original:

Keine. Empfohlen werden die Kompetenzen, die in den Aufbaumodulen Elementare Stochastik und Finanzmathematik I vermittelt werden.


Recommended Reading

  • Hull, J.C.: Options, Futures, and Other Derivatives, Prentice Hall, 2005.
  • Weitere Literatur abhängig von der Veranstaltung.



Please note:

This page describes a module according to the latest valid module guide in Winter semester 2016/17. Most rules valid for a module are not covered by the examination regulations and can therefore be updated on a semesterly basis. The following versions are available in the online module guide:

The module guide contains all modules, independent of the current event offer. Please compare the current course catalogue in Marvin.

The information in this online module guide was created automatically. Legally binding is only the information in the examination regulations (Prüfungsordnung). If you notice any discrepancies or errors, we would be grateful for any advice.