Mathematical Models in Finance 1000-1S11MMF
We will analyse various models of finacial markets. We shall discuss not only theoretical properties of various models but also numerical aspects of pricing and hedging financial instruments.
Every year a new topic is chosen as the main topic of the year.
Type of course
Course coordinators
Learning outcomes
Knowledge ans skills:
1. know selected financial models;
2. design a mathematical model from a description in an economic style paper;
3. prepare a presentation of variable mathematical involvement;
4. prepare a critical report on an analyzed financial model.
Competence:
1. act and cooperate with experts in economy and finance;
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: