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Mathematical models in finance and microeconomics

General data

Course ID: 1000-1D96FM Erasmus code / ISCED: 11.924 / (0619) Information and Communication Technologies (ICTs), not elsewhere classified
Course title: Mathematical models in finance and microeconomics Name in Polish: Modele matematyczne w finansach i mikroekonomii
Department: Faculty of Mathematics, Informatics, and Mechanics
Course groups: Master seminars for Mathematics
ECTS credit allocation (and other scores): (not available)
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Language: English
Type of course:

Master's seminars

Short description:

We will analyse various models of finacial markets and microeconomic processes.

Full description:

We will analyse various models of finacial markets and microeconomic processes.

In academic year 2010/11 the seminar will concentrate on volatility models in valuation of contingent claims, in particular we shall discuss stochastic volatility models.

Bibliography:

References will be given at the first meeting.

This course is not currently offered.
Course descriptions are protected by copyright.
Copyright by University of Warsaw.