Wintersemester 24/25
Lehrveranstaltungen im Wintersemester 24/25
Tutorial
Financial Mathematics (FM)
- Lecturer:
- Yassin El Hatri, M.Sc.
- Contact:
- Term:
- Winter Semester 2024/2025
- Cycle:
- Winter term
- Time:
- Thursday 4-6 pm (16:15-17:45)
- Room:
- R11 T04 C45
- Start:
- 24.10.2024
- End:
- 30.01.2025
- Language:
- English
- Moodle:
- Lecture in Moodle
- LSF:
- Lecture in LSF
- Linked Lectures:
Description:
Recap and practice concepts and methods covered in the lecture.
Learning Targets:
Students
- know the most important mathematical modelling techniques of financial markets and can apply them to real wordproblems.
- are able to value simple derivative assets and can apply the main principles of risk management.
- are able to solve basic risk management tasks arising in financial institutions and the energy industry.
Outline:
- Examples of asset valuation
- Statistical methods and data analysis
- Implementation of theoretical concepts within the context of programming tasks
Literature:
- N.H. Bingham & R. Kiesel, Risk Neutral Valuation, 2nd edition, Springer, 2004.
- M. Joshi, The Concepts and Practice of Mathematical Finance, CUP, 2003
- S. Shreve, Stochastic Calculus for Finance II: Continuous-Time Models, Springer, 2004
Methods of Assessment:
Written Exam (90 minutes)
Formalities:
Login into your ZIM account to access the Moodle key under "Material".
Material:
- The course material is only available to a restricted user group. You are either not logged in or not in the usergroup.