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.
Selected Topics of financial and actuarial mathematics
Explanations and programming
Laptop with Microsoft Excel, R and RStudio necessary:
R-Installation https://cran.r-project.org/RStudio https://www.rstudio.com/products/RStudio/
In winter term 2022 Dr. Martin Predota held 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.
The course should be held in winter term 2024 (and then every second year) again - with both parts (Excel/VBA *and* R) within one semester.This semester's R-part can be attended from students who attended the Excel/VBA-part in winter term 2022 or who plan to attend the Excel/VBA-part in winter term 2024.
Participation and homework
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
The student must have at least 4 of the course(s) completed listed below:
Empfohlene Lehrveranstaltungen: