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Computational Finance

Lecture and Tutorials

taught by Dr. E.A. v. Hammerstein

starting Tuesday, 21.04.2015.

General timeline:

  • Lecture: Tuesdays, 14:00-16:00  (c.t.), Computerpool of the University Computing Center (Rechenzentrum), Hermann-Herder- Str. 10, room -100/-101 (in the basement).
  • Tutorial: Every second week on Wednesday, 10:00-12:00 (c.t.) Computerpool of the University Computing Center (Rechenzentrum), Hermann-Herder- Str. 10, room -100/-101 (in the basement).

 

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.

The course accounts for 6 ECTS 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 took place on August 12, 2015.

The post exam review will take place on

Tuesday, August 18, 2015, from 14.00 to 15.00

in the office of Dr. v. Hammerstein (room 01010, old university, 1st floor in the east wing).

The date for the retake exam in the upcoming winter term (probably mid to end of January 2016) is not scheduled yet. It will be announced here as soon as it is fixed by the examination office.

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 special 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)

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

 

For more information please click here.

 

Software

Benutzerspezifische Werkzeuge