University of Warsaw - Central Authentication System

Quantitative Finance

General data

Course ID:	1000-1S12MIF
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:	Quantitative Finance
Name in Polish:	Metody ilościowe w finansach
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 analyze at the seminar important mathematical problems of finance. Every year a new topic is chosen as the main topic of the year.
Bibliography:	Selected papers in scientific journals (full list will be presented).
Learning outcomes:	Student 1. Knows selected mathematical models in finance (the choice of models changes annually) 2. Can construct a mathematical model using financial literature. 3. Can prepare and deliver papers of various lengths and varying degrees of generality. Social competence: 1. Can talk to representatives of financial institutions. 2. Can cooperate with economists and financial specialists.
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 SEM-BAD TH FR
Type of class:	Research seminar, 60 hours more information
Coordinators:	Jacek Jakubowski, Piotr Jaworski
Group instructors:	(unknown)
Students list:	(inaccessible to you)
Examination:	Grading

Course descriptions are protected by copyright.
Copyright by University of Warsaw.