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Applied Analysis: Financial Mathematics - Period 4+5
Applied Analysis: Financial Mathematics - Period 4+5 Course Overview
OVERVIEW
CEA CAPA Partner Institution: Vrije Universiteit Amsterdam
Location: Amsterdam, Netherlands
Primary Subject Area: Mathematics
Instruction in: English
Course Code: X_400076
Transcript Source: Partner Institution
Course Details: Level 400
Recommended Semester Credits: 3
Contact Hours: 84
DESCRIPTION
This course gives an introduction to financial mathematics. The following subjects will be treated: - introduction in the theory of options; - the binomial method; - introduction to partial differential equations; - the heat equation; - the Black-Scholes formula and applications; - introduction to numerical methods, approximating the price of an (American) option.
Contact hours listed under a course description may vary due to the combination of lecture-based and independent work required for each course therefore, CEA's recommended credits are based on the ECTS credits assigned by VU Amsterdam. 1 ECTS equals 28 contact hours assigned by VU Amsterdam.
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