mat857 - Stochastic Models in Finance (Complete module description)

Module label	Stochastic Models in Finance
Module code	mat857
Credit points	6.0 KP
Workload	180 h
Faculty/Institute	Department of Mathematics
Used in course of study	Master's Programme Mathematics (Master) >
Contact person	Module responsibility Marcus Christiansen Angelika May Peter Ruckdeschel
Entry requirements
Skills to be acquired in this module
Module contents
Reader's advisory
Links
Languages of instruction	German, English
Duration (semesters)	1 Semester
Module frequency
Module capacity	unlimited
Modullevel	MM (Mastermodul / Master module)
Modulart	Wahlpflicht / Elective
Lern-/Lehrform / Type of program
Vorkenntnisse / Previous knowledge	Stochastik I

Course type	Comment	SWS	Frequency	Workload attendance
Lecture		3.00	SuSe or WiSe	42 h
Exercises		1.00	SuSe or WiSe	14 h
Total time of attendance for the module				56 h

Examination	Time of examination	Type of examination
Final exam of module		KL