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Quantitative Finance
General data
| Course ID: | 1000-1S12MIF | Erasmus code / ISCED: |
11.924
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(0619) Information and Communication Technologies (ICTs), not elsewhere classified
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| Course title: | Quantitative Finance | Name in Polish: | Metody ilościowe w finansach |
| Department: | Faculty of Mathematics, Informatics, and Mechanics | ||
| Course groups: |
Seminars for Mathematics |
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| ECTS credit allocation (and other scores): |
6.00  view allocation of credits |
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| Language: | English | ||
| Type of course: | elective seminars |
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| Short description: |
We analyze at the seminar important mathematical problems of finance. Every year a new topic is chosen as the main topic of the year. |
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| Bibliography: |
Selected papers in scientific journals (full list will be presented). |
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| Learning outcomes: |
Student 1. Knows selected mathematical models in finance (the choice of models changes annually) 2. Can construct a mathematical model using financial literature. 3. Can prepare and deliver papers of various lengths and varying degrees of generality. Social competence: 1. Can talk to representatives of financial institutions. 2. Can cooperate with economists and financial specialists. |
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| Assessment methods and assessment criteria: |
Active participation in the seminar, verbal presentation of selected papers. |
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Classes in period "Academic year 2018/19" (past)
| Time span: | 2018-10-01 - 2019-06-08 |
 
 see course schedule |
| Type of class: |
Monographic seminar, 60 hours more information |
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| Coordinators: | Jacek Jakubowski, Piotr Jaworski | |
| Group instructors: | Jacek Jakubowski, Piotr Jaworski | |
| Students list: | (inaccessible to you) | |
| Examination: | Grading |
Classes in period "Academic year 2019/20" (in progress)
| Time span: | 2019-10-01 - 2020-06-10 |
see course schedule |
| Type of class: |
Monographic seminar, 60 hours more information |
|
| Coordinators: | Jacek Jakubowski, Piotr Jaworski | |
| Group instructors: | Jacek Jakubowski, Piotr Jaworski | |
| Students list: | (inaccessible to you) | |
| Examination: | Grading |
Course descriptions are protected by copyright.
Copyright by University of Warsaw.
Copyright by University of Warsaw.