BFC-M-08: Financial Engineering

Winter Term 2020/2021

Course Description

In this module, students deal with the fundamentals of financial engineering. After an introduction to software-based model implementation, the acquired skills are applied to selected problems. Important models and concepts, e.g. the stochastic volatility model of Heston (1993), are first introduced and then analyzed using appropriate software.

Course and exam language: German

The Module in the Study Program

  • Module: BFC-M-08
  • Course level: Master
  • Recommended semester: 3-4
  • ECTS-Credits: 6
  • For information on the status of the course in the study program please refer to the website of the examining board ("Prüfungsausschuss")

Bibliography & Course Material

The corresponding bibliography and further information on the course can be found in the course catalogues ("Modulhandbücher") available for download through

Course material as well as information on organisational details will be provided on the Virtual Campus. The access code will be communicated in the course of the first session.

Registration & Scheduling

Registration and deregistration for the exam ("Prüfung") is possible through FlexNow!.

Please note that the number of exam participants is limited. The decision about admission/rejection will be communicated after the expiration of the registration deadline.

In the case of any registration problems, please contact bwl-bfc(at)

For information on deadlines, please refer to FlexNow!, UnivIS, and the Virtual Campus (after the start of the course).

(Keine Daten aus UnivIS gefunden (060107BFC-M-08))