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Quantitative Finance

General data

Course ID: 1000-1S12MIF
Erasmus code / ISCED: 11.924 The subject classification code consists of three to five digits, where the first three represent the classification of the discipline according to the Discipline code list applicable to the Socrates/Erasmus program, the fourth (usually 0) - possible further specification of discipline information, the fifth - the degree of subject determined based on the year of study for which the subject is intended. / (0619) Information and Communication Technologies (ICTs), not elsewhere classified The ISCED (International Standard Classification of Education) code has been designed by UNESCO.
Course title: Quantitative Finance
Name in Polish: Metody ilościowe w finansach
Organizational unit: Faculty of Mathematics, Informatics, and Mechanics
Course groups: Seminars for Mathematics
ECTS credit allocation (and other scores): 6.00 Basic information on ECTS credits allocation principles:
  • the annual hourly workload of the student’s work required to achieve the expected learning outcomes for a given stage is 1500-1800h, corresponding to 60 ECTS;
  • the student’s weekly hourly workload is 45 h;
  • 1 ECTS point corresponds to 25-30 hours of student work needed to achieve the assumed learning outcomes;
  • weekly student workload necessary to achieve the assumed learning outcomes allows to obtain 1.5 ECTS;
  • work required to pass the course, which has been assigned 3 ECTS, constitutes 10% of the semester student load.

view allocation of credits
Language: English
Type of course:

elective seminars

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.

Bibliography:

Selected papers in scientific journals (full list will be presented).

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.

Assessment methods and assessment criteria:

Active participation in the seminar, verbal presentation of selected papers.

Classes in period "Academic year 2024/25" (past)

Time span: 2024-10-01 - 2025-06-08
Selected timetable range:
Go to timetable
Type of class:
Research seminar, 60 hours more information
Coordinators: Jacek Jakubowski, Piotr Jaworski
Group instructors: Jacek Jakubowski
Students list: (inaccessible to you)
Credit: Grading
Course descriptions are protected by copyright.
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