Computational Finance

A. Mickel, A. Neuenkirch

Inverted Classroom Course (MSc, 6 ECTS); second half of the semester (5.4 -- 2.6)

Introduction: 5.4, 10:15, C 014
Videos for each week will be online in ILIAS each Monday (or earlier)
Recap and Questions: Tuesday, 10:15, C 014
Exercises class: Thursday, 10:15, C 013
Admission to exam: 50 % of homework assignments; 6 sheets, two homework assignments on each sheet; assignments will be theoretical or practical (programming); can be handed in in pairs
Oral examinations; dates: tba

This course requires in particular knowledge of Mathematical Finance and provides an introduction into relevant numerical methods of this field.