105.661 AKFVM Implementation of stochastic methods in financial and actuarial mathematics
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2022W, VU, 2.0h, 3.0EC
TUWEL

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VU Lecture and Exercise
  • Format: Presence

Learning outcomes

After successful completion of the course, students are able to implement examples regarding banking and insurance business on their own in the programming languages Visual Basic for Applications (VBA) in Excel resp. R.

Subject of course

Selected Topics of financial and actuarial mathematics

Teaching methods

Explanations and programming

Mode of examination

Immanent

Additional information

Laptop with Microsoft Excel, R and RStudio necessary:

R-Installation https://cran.r-project.org/
RStudio https://www.rstudio.com/products/RStudio/

Achtung! Attention!Course is splitted to two semesters: 2022W und 2023W:

In winter term 2022 Dr. Martin Predota teaches the implementation in Excel/VBA.
In winter term 2023 Dr. Cetin Gülüm teaches the implementation in R.
Only those students who attend both parts can get a certificate.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Thu17:00 - 19:0013.10.2022 - 22.12.2022Sem.R. DB gelb 09 .
AKFVM Implementation of stochastic methods in financial and actuarial mathematics - Single appointments
DayDateTimeLocationDescription
Thu13.10.202217:00 - 19:00Sem.R. DB gelb 09 .
Thu20.10.202217:00 - 19:00Sem.R. DB gelb 09 .
Thu03.11.202217:00 - 19:00Sem.R. DB gelb 09 .
Thu10.11.202217:00 - 19:00Sem.R. DB gelb 09 .
Thu17.11.202217:00 - 19:00Sem.R. DB gelb 09 .
Thu24.11.202217:00 - 19:00Sem.R. DB gelb 09 .
Thu01.12.202217:00 - 19:00Sem.R. DB gelb 09 -
Thu15.12.202217:00 - 19:00Sem.R. DB gelb 09 Ersatztermin
Thu22.12.202217:00 - 19:00Sem.R. DB gelb 09 Ersatztermin

Examination modalities

Participation and homework

Course registration

Begin End Deregistration end
29.06.2022 00:00 13.10.2022 23:59 31.10.2022 23:59

Registration modalities

Ideale Voraussetzung für die Teilnahme sind Kenntnisse der Vorlesung:

"Finanzmärkte, Finanzintermediation und Kapitalanlage (105.636)" [bzw. der Vorgängervorlesung: "Finanzmärkte und Finanzintermediation (105.119)"]

sowie von Basisvorlesungen aus Finanz- und Versicherungsmathematik.

Wer die Anmeldekriterien nicht erfüllt, bitte direkt bei Sandra (FAM-office) melden: 01-58801-10511, fam@fam.tuwien.ac.at

Precondition

The student must have at least 4 of the course(s) completed listed below:

Curricula

Literature

No lecture notes are available.

Previous knowledge

Empfohlene Lehrveranstaltungen:

  • Lebensversicherungsmathematik
  • Finanzmathematik 1
  • Risikomanagement im Finanz- und Versicherungswesen
  • Finanzmärkte, Finanzintermediation und Kapitalanlage
  • (AKFVM Gesamtbanksteuerung unter Basel III)

Miscellaneous

  • Attendance Required!

Language

German