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Mathematical Models in Finance

General data

Course ID:	1000-1S11MMF
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:	Mathematical Models in Finance
Name in Polish:	Modele matematyczne w finansach (sem. mono. wspólnie z 1000-1D11MMF)
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
Short description:	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.
Full description:	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.
Bibliography:	References will be given at the first meeting.
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 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	Selected timetable range: weekly course term Navigate to timetable MO TU W TH FR SEM-MON
Type of class:	Monographic seminar, 60 hours more information
Coordinators:	Piotr Kowalczyk, Andrzej Palczewski
Group instructors:	Piotr Kowalczyk, Andrzej Palczewski
Students list:	(inaccessible to you)
Examination:	Grading

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:	Piotr Kowalczyk, Andrzej Palczewski
Group instructors:	Piotr Kowalczyk, Andrzej Palczewski
Students list:	(inaccessible to you)
Examination:	Grading

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