Wintersemester 23/24

Lehrveranstaltungen im Wintersemester 23/24

Lecture

Basic Course Financial Mathematics (BFM)

Contact:
Term:
Winter Semester 2023/2024
Time:
Tue: 10.10. & 17.10. (16:15-17:45); Wed: 11.10. & 18.10. (10:15-11:45)
Room:
R11 T03 C75 (Tue), R11 T04 C60 (Wed)
Start:
10.10.2023
End:
18.10.2023
Language:
English
Moodle:
Lecture in Moodle

Important Notes:

This course is independent of the module Financial Mathematics.

Description:

Energy Trading and Financial Risk Management will both start with a joint Basic Course in Financial Mathematics consisting of four lectures. This course is designed to cover material which is included in the syllabus of both courses. As such, the course is a mandatory part of both of the aforementioned courses and relevant for the respective exams.

This course is designed to introduce fundamental notions and models most commonly used in Energy Trading and Financial Risk Management. The topics covered are

  1.     Basics of Financial Mathematics
  2.     Arbitrage pricing
  3.     The Cox-Ross-Rubinstein model
  4.     Brownian motion, stochastic calculus and applications.

Formalities:

You are automatically enrolled for this course if you enroll for either