Probability methods in finance
General data
Course ID: | 1000-1D05MPF |
Erasmus code / ISCED: |
11.924
|
Course title: | Probability methods in finance |
Name in Polish: | Metody probabilistyczne w finansach |
Organizational unit: | Faculty of Mathematics, Informatics, and Mechanics |
Course groups: |
Master seminars for Mathematics |
ECTS credit allocation (and other scores): |
6.00
|
Language: | English |
Type of course: | Master's seminars |
Prerequisites: | Probability theory II 1000-115aRP2a |
Short description: |
The seminar addresses topics related to broadly understood stochastic modeling in finance. |
Full description: |
Problems from mathematical finances that can be described and solved using the language and methods from probability theory will be considered during the seminar. In particular, problems connected with modelling of interest rate, pricing of different financial products, investigation of existing financial markets, volatility, risk management etc. will be discussed. |
Bibliography: |
References will be given at the first meeting. |
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 methods and assessment criteria: |
Active participation in the seminar, verbal presentation of selected papers. |
Classes in period "Academic year 2023/24" (in progress)
Time span: | 2023-10-01 - 2024-06-16 |
Navigate to timetable
MO TU W TH SEM-MGR
FR |
Type of class: |
Second cycle diploma seminar, 60 hours
|
|
Coordinators: | Jacek Jakubowski, Maciej Wiśniewolski | |
Group instructors: | Jacek Jakubowski, Maciej Wiśniewolski | |
Students list: | (inaccessible to you) | |
Examination: |
Course -
Pass/fail
Second cycle diploma seminar - Pass/fail |
Classes in period "Academic year 2024/25" (future)
Time span: | 2024-10-01 - 2025-06-08 |
Navigate to timetable
MO TU W TH FR |
Type of class: |
Second cycle diploma seminar, 60 hours
|
|
Coordinators: | Jacek Jakubowski, Maciej Wiśniewolski | |
Group instructors: | Jacek Jakubowski, Maciej Wiśniewolski | |
Students list: | (inaccessible to you) | |
Examination: |
Course -
Pass/fail
Second cycle diploma seminar - Pass/fail |
Copyright by University of Warsaw.