Computational Finance

Lecture and Tutorials

taught by Dr. E.A. v. Hammerstein

The lecture starts on Wednesday, October 21, 2015.

General timeline:

  • Lecture: Wednesdays, 16:00-18:00  (c.t.), Computerpool of the University Computing Center (Rechenzentrum), Hermann-Herder- Str. 10, room -100/-101 (in the basement).
  • Tutorial: Every second week on Thursday, 16:00-18:00 (c.t.), Computerpool of the University Computing Center (Rechenzentrum), Hermann-Herder- Str. 10, room -100/-101 (in the basement).

Change of date: The lecture regularly scheduled for Wednesday, December 23, 2015, will be postponed to Thursday, January 7, 2016!

There will be no lecture (and tutorial) within the Christmas week!

This course provides an introduction to the R programming environment and its application to calculate and visualize, among others, interest rates, option prices, loss distributions, and risk measures.

Depending on your course of studies, the course accounts for 6 ECTS (M.Sc. VWL and M.Sc. Economics) resp. 5 ECTS (B.Sc. and M.Sc. Mathematics) based on a 90min written exam.

As PCs are limited, please send an email to ernst.august.hammerstein@finance.uni-freiburg.de for application.

  

Exam

The first exam has been marked, the grades are entered into the campus management system (LSF).

The retake exam will take place on Wednesday, June 15, from 10:00 - 12:00 in the computer pools -100/-101 in the Rechenzentrum.

For details on the registration and the registration period for the first exam, please also look at the websites of the examination offices of Economics and Mathematics for further information!

 


The course is open for M.Sc. Economics, B.Sc. and M.Sc. Mathematics, M.Sc. VWL and diploma students in their advanced study period.

In M.Sc. Economics, the course can be credited in the profiles "Finance" and "Information Systems and Network Economics".

In M.Sc. Mathematics, the course can be credited for the profile "Finanzmathematik" or as an elective (in the module mathematics).

In B.Sc. Mathematics, the course can be credited as an elective.

In M.Sc. VWL, the course can be credited for

  • Quantitative Methods or BWL (elective) (examination regulations from 2011)
  • Accounting, Finance, and Taxation (new examination regulations, valid from winter term 2014/2015 onwards)

For VWL Diplom, the course can be credited in "Finanzmärkte und -management" or "Finanz- und Rechnungswesen".

 

For more information, please click here.

 

Software

 
Personal tools