Probability methods in finance 1000-1S05MPF
Problems from mathematical finance which could be described and solved by using the language and methods from probability theory will be considered during the seminar. Particularly, problems connected with modelling of interest rate, pricing of different financial products, investigation of existing financial markets, volatility, risk management etc. will be discussed.
Type of course
Prerequisites
Course coordinators
Learning outcomes
Student
- can search for information in foreign language literature,
- knows the limits of own knowledge,
- understands the need for systematic work on projects with a long-term horizon,
- can formulate opinion on the main issues discussed at the seminar
Assessment criteria
Active participation in the seminar, verbal presentation of selected papers.
Bibliography
References will be given at the first meeting.
Additional information
Information on level of this course, year of study and semester when the course unit is delivered, types and amount of class hours - can be found in course structure diagrams of apropriate study programmes. This course is related to the following study programmes:
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: