Seminar in Quantitative Finance  Financial Applications in R
Seminar
taught by Prof. Dr. Eva LütkebohmertHoltz and Dr. Jonathan Ansari
Content  For economics students who are interested to participate in the following lectures/seminars: but have only limited experience in working with the software R, the first part of this course offers a thorough introduction to R. In the second part, participants study different problems from finance s.a. bootstrapping of term structures, fitting of yield curves, pricing of financial derivatives and write their own implementation code to solve these problems. For a successful participation, students should:
The previous or parallel participation in one of the above mentioned courses is advantageous. 
Dates  1. Part: Rpreparation course

Language  English 
ECTS  6 
Application  As the number of the participants will be limited, please apply for the course at our secretariat until November 3rd, 2019 with your:

ILIAS  Course materials will be available on ILIAS. The password necessary to register for the course on ILIAS will be given in the first meeting! 
Credit  The lecture 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 profile "Finance". In M.Sc. Mathematics, the course can be credited for the special profile "Finanzmathematik" or as an elective. In B.Sc. Mathematics, the course can be credited as an elective. In M.Sc. VWL, the course can be credited for
In M.Sc. BWL, the course can be credited as elective course Volkswirtschaftslehre. For VWL Diplom, the course can be credited in "Finanzmärkte und management" or "Finanz und Rechnungswesen". 