Conducted in
terms:
2023, 2024
Erasmus code: 11.9
ISCED code: 0619
ECTS credits:
6
Language:
English
Organized by:
Faculty of Mathematics, Informatics, and Mechanics
Probability methods in finance 1000-1D05MPF
Problems from mathematical finances that can be described and solved using the language and methods from probability theory will be considered during the seminar. In particular, problems connected with modelling of interest rate, pricing of different financial products, investigation of existing financial markets, volatility, risk management etc. will be discussed.
Course coordinators
Type of course
Master's seminars
Prerequisites
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 criteria
Active participation in the seminar, verbal presentation of selected papers.
Bibliography
References will be given at the first meeting.