Allgemeine Informationen
| Veranstaltungsname | Vorlesung: 30902 Quantitative Methods in Finance |
| Untertitel | |
| Veranstaltungsnummer | 30902 |
| Semester | SoSe 25 |
| Aktuelle Anzahl der Teilnehmenden | 34 |
| erwartete Teilnehmendenanzahl | 40 |
| Heimat-Einrichtung | Lehrstuhl für Betriebswirtschaftslehre mit Schwerpunkt Finance und Banking |
| beteiligte Einrichtungen | Graduiertenzentrum |
| Veranstaltungstyp | Vorlesung in der Kategorie Lehre (mit Prüfung) |
| Nächster Termin | Dienstag, 29.04.2025 18:00 - 19:30 Uhr, Ort: (WIWI) CR 031/032 |
| Art/Form | presence |
| Teilnehmende |
Master students, recommended semester 1-3 |
| Voraussetzungen |
An introductory module in finance is recommended; further (bachelor's) finance modules are an advantage. A solid knowledge of Excel and statistics and of a statistics program is helpful. |
| Lernorganisation |
Interactive Lecture; in the exercise, the concepts covered in the corresponding lecture are implemented directly afterwards on real data sets in Stata (part 1) or in real valuation problems in VBA (part 2). |
| Leistungsnachweis |
Exam, 60 minutes, 100% |
| SWS |
2 |
| Literatur |
Lecture notes will be made available in StudIP Further literature references in the course |
| Turnus |
Every summer- and winter semester |
| Qualifikationsziele |
• Introduction to empirical analysis of financial data • Cross-sectional, time series and panel regressions in Stata • Logit and probit regressions in Stata • Stata programming and automation as well as advanced commands • Numerical methods in VBA • Valuation of derivatives using simulation in VBA |
| Workload |
Lecture 2 SWS (30 h presence and 45 h individual working hours) Exercise session (30 h presence and 45 h individual working hours) |
| Sonstiges |
Language of instruction: English |
| ECTS-Punkte |
5 |
