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Quantitative Finance

General data

Course ID: 1000-1S12MIF Erasmus code / ISCED: 11.924 / (0619) Information and Communication Technologies (ICTs), not elsewhere classified
Course title: Quantitative Finance Name in Polish: Metody ilościowe w finansach
Department: Faculty of Mathematics, Informatics, and Mechanics
Course groups: Seminars for Mathematics
ECTS credit allocation (and other scores): 6.00
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 2018/19" (past)

Time span: 2018-10-01 - 2019-06-08
Choosen plan division:


magnify
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

Classes in period "Academic year 2019/20" (future)

Time span: 2019-10-01 - 2020-06-10
Choosen plan division:


magnify
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.