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Probability methods in finance

General data

Course ID:	1000-1S05MPF
Erasmus code / ISCED:	11.924 Kod klasyfikacyjny przedmiotu składa się z trzech do pięciu cyfr, przy czym trzy pierwsze oznaczają klasyfikację dziedziny wg. Listy kodów dziedzin obowiązującej w programie Socrates/Erasmus, czwarta (dotąd na ogół 0) – ewentualne uszczegółowienie informacji o dyscyplinie, piąta – stopień zaawansowania przedmiotu ustalony na podstawie roku studiów, dla którego przedmiot jest przeznaczony. / (0619) Information and Communication Technologies (ICTs), not elsewhere classified The ISCED (International Standard Classification of Education) code has been designed by UNESCO.
Course title:	Probability methods in finance
Name in Polish:	Metody probabilistyczne w finansach (sem. mono. wspólnie z 1000-1D05MPF)
Organizational unit:	Faculty of Mathematics, Informatics, and Mechanics
Course groups:	Seminars for Mathematics
ECTS credit allocation (and other scores):	6.00 Basic information on ECTS credits allocation principles: the annual hourly workload of the student’s work required to achieve the expected learning outcomes for a given stage is 1500-1800h, corresponding to 60 ECTS; the student’s weekly hourly workload is 45 h; 1 ECTS point corresponds to 25-30 hours of student work needed to achieve the assumed learning outcomes; weekly student workload necessary to achieve the assumed learning outcomes allows to obtain 1.5 ECTS; work required to pass the course, which has been assigned 3 ECTS, constitutes 10% of the semester student load. view allocation of credits
Language:	English
Type of course:	elective 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 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.
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 2024/25" (future)

Time span:	2024-10-01 - 2025-06-08	Selected timetable range: weekly course term Navigate to timetable
Type of class:	Monographic seminar, 60 hours more information
Coordinators:	Jacek Jakubowski, Maciej Wiśniewolski
Group instructors:	Jacek Jakubowski, Maciej Wiśniewolski
Students list:	(inaccessible to you)
Examination:	Course - Grading Monographic seminar - Grading

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