Financial mathematics

Cursus

Omschrijving

Due to the transition to BC2.0, the course 2DF40 - Financial mathematics will be discontinued. In order to ensure a smooth discontinuation, for the academic year 2024, for students who had already planned to take itthe course in order to not disrupt their studies and planning, the course will be offered in the academic year 2024-5 without lectures. There will only be some opportunities for questions (in the form of instructions), but nothing more. At the end there will be two exams (regular and resit) accounting for 100%. This course covers fundamental theories from the world of finance, including classical ideas about the trade-off between risk and return, optimal investments, derivative pricing, and the famous models of the Nobel laureates Markowitz, Black and Scholes. We also consider practical examples, and realistic financial data.
Cursusperiode1/09/13 → …
CursusniveauAdvanced
CursusformaatCursus