Courses offered in English Language
| Course name | Quantitative finance | |
| Lecturer, Professorship | Prof. Alois Pichler, Mathematical Finance |
|
| Term | Summer | |
| Course level | Undergraduate (Bachelor) / Graduate (Master) | |
| CP (ECTS) | 8 | |
| Course description | The module provides an introduction to the field of modeling and analysis of stochastic financial markets. The main focus is deliberately on the most important models. These models, which are commonly used in practice, are introduced and systematically treated. Students acquire the competence to understand the mathematical background of these approaches, which is an indispensable starting point for working as mathematicians in financial mathematical fields. The module is well suited as a basis for more advanced financial mathematics modules or for further independent literature study. | |
| Further information on the course | ||
| Sign-up procedure | OPAL-Platform |
