Sektionen
Sie sind hier: Startseite Teaching Winter Term 2019/20 Seminar in Quantitative Finance - Financial Applications in R
Artikelaktionen

Seminar in Quantitative Finance - Financial Applications in R

Seminar

taught by Prof. Dr. Eva Lütkebohmert-Holtz 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:

  • submit their (well documented) implementation code,
  • and give a seminar presentation on their individual topic.
     

The previous or parallel participation in one of the above mentioned courses is advantageous.
 

Dates

1. Part: R-preparation course
always in room 100 UG, Rechenzentrum

November 08th / 15th / 29th --> 08:30am-11:45am

December 04th --> 4-6pm is cancelled


2. Teil: Preliminary Meeting + Presentations

  • Preliminary meeting November, 12.th, at 1-2pm, in room 1009 KG I
  • 10. January 2020 at 8-12 o'clock in room 4 in Peterhof
  • 17. January 2020 at 8-12 o'clock in room 3117 KG III
  • 24. January 2020 at 8-12 o'clock in room 3117 KG III
  • 31. January 2020 at 8-12 o'clock in room 3117 KG III
  • 07. February 2020 at 8-11 o'clock in room 1140 KG I   postponed to February 12th, 2020 at 2-4pm in room 1015 KG I 


     
LanguageEnglish
 
ECTS6
 
Application           

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

  • full name;
  • matriculation number;
  • year of study;
  • course of studies,
  • transcript.

ILIASCourse 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

  • VWL-Theorie (examination regulations from 2011)

  • Accounting, Finance, and Taxation (new examination regulations, valid from winter term 2014/2015)

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".

 

 

Benutzerspezifische Werkzeuge