Teaching GuideTerm
Faculty of Computer Science
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Mestrado Universitario en Matemática Industrial (2013)
 Subjects
  Mathematical modeling in finance
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Identifying Data 2021/22
Subject (*) Mathematical modeling in finance Code 614855211
Study programme
Mestrado Universitario en Matemática Industrial (2013)
Descriptors Cycle Period Year Type Credits
Official Master's Degree 2nd four-month period
First Optional 6
Language
Spanish
Teaching method Face-to-face
Prerequisites
Department Matemáticas
Coordinador
Vazquez Cendon, Carlos
E-mail
carlos.vazquez.cendon@udc.es
Lecturers
Calvo Garrido, María Del Carmen
Vazquez Cendon, Carlos
E-mail
carmen.calvo.garrido@udc.es
carlos.vazquez.cendon@udc.es
Web http://m2i.es/docs/modulos/EModelizacion/MBasica/6.%20Modelos%20matematicos%20en%20finanzas.pdf
General description It is intended that the student knows the most used mathematical models and methods for the valuation of the most common financial derivative products.
Contingency plan 1. Modifications to the contents: there are no modifications 2. Methodologies *Teaching methodologies that are maintained: all mehodologies are maintained *Teaching methodologies that are modified: all mehodologies are maintained 3. Mechanisms for personalized attention to students: Consultation of doubts by email, videoconference system of the master, TEAMS or skype. Available to the student, setting an appointment between the student and the teacher if necessary. 4. Modifications in the evaluation: - Individual solution of selected problems posed in classroom which represents 40% of the grade. - Oral defense through videoconference system of the individually solved selected problems, with questions from the teacher, which represents 15% of the grade. - Set of exercises to be solved in limited time. The development of this written exam will be followed through the master videoconference system in real time. Answers will be sent by e-mail to the teacher. It represents 35% of the grade. - Oral defense through videoconference system of the previous written exam, with questions from the teacher. It represents 10% of the grade. *Evaluation observations:The criteria for the 2nd assessment opportunity are the same as in the 1st assessment opportunity 5. Modifications to the bibliography or webgraphy: There are no modifications.
(*)The teaching guide is the document in which the URV publishes the information about all its courses. It is a public document and cannot be modified. Only in exceptional cases can it be revised by the competent agent or duly revised so that it is in line with current legislation.
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