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.