BFC-M-08: Financial Engineering
Winter Term 2019/2020
In this course, students deal with the fundamentals of financial engineering. After an introduction to programming with Wolfram Mathematica, students apply acquired skills to selected problems. Basic models and concepts, e.g. the Heston (1993) stochastic volatility option pricing model, are first introduced in class and then implemented using Wolfram Mathematica. Finally, students apply and deepen the acquired competences in seminar papers dealing with specific problems. The course is structured as follows:
- Introduction to Wolfram Mathematica
- Model implementation
- Data handling and visualization
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 https://www.uni-bamberg.de/abt-studium/aufgaben/modulhandbuecher/.
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)uni-bamberg.de.
For information on deadlines, please refer to FlexNow!, UnivIS, and the Virtual Campus (after the start of the course).
- BFC-M-08: Financial Engineering
- 2 SWS
- Michael Herold
- Einführungsveranstaltung am 16.10.2019