285501 Econophysics (V) (SoSe 2012)
Contents, comment
-
Short description:
After a short introduction the following topics will be covered:
Basic concepts and financial instruments,
Interest rates,
Random walk,
Stocks,
Derivatives,
Option pricing in the ideal market,
Hedging strategies,
Risk measures,
Portfolio theory,
Statistics on real markets.
Bibliography
-
Some Literature:
1)
John C. Hull
Options, Futures and Other Derivatives2)
Jean-Philippe Bouchaud, Marc Potters,
Theory of Financial Risk and Derivative Pricing:
>From Statistical Physics to Risk Management3)
Rosario N. Mantegna, H. Eugene Stanley
Introduction to Econophysics: Correlations and Complexity in Finance
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Mo | 10-12 | D01-249 | 04.-29.06.2012 | |
| weekly | Mi | 10-12 | D01-249 | 04.-29.06.2012 | |
| weekly | Do | 10-12 | D01-249 | 04.-29.06.2012 |
Subject assignments
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Physik / Master | (Enrollment until SoSe 2012) | Modul 54.20 | Wahlpflicht | 6 | |||
| Studieren ab 50 |
No more requirements
No eLearning offering available
- Address:
- SS2012_285501@ekvv.uni-bielefeld.de
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- Notes:
- Additional notes on the electronic mailing lists
- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Friday, March 16, 2012
- Last update rooms:
- Friday, March 16, 2012
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 4
- Department
- Faculty of Physics
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