BMETE15MF78

Course data
Course name: Financial Engineering
Neptun ID: BMETE15MF78
Responsible teacher: János Török
Department: Department of Theoretical Physics
Programme: Courses for Physicist MSc students
Course data sheet: BMETE15MF78
Requirements, Informations

Course material

Please visit the page of the course at github.com/fij/btup

 

Requirements

Part I. and Part II. both have to be completed.

 

Part I.  (50%)

 

One of the following two (either A or B) will be selected for each student:

 

(A) A python coding project that must contain: problem description, definitions and derivations, clean code with functions, plotting, conclusions. For each student the project will be selected through a discussion with the lecturer.

 

(B) A presentation given with a ppt, pdf or ipython notebook file that must contain: introduction, concepts, mathematical description, example calculation, summary. For each student the presentation material will be selected through a discussion with the lecturer. The net length of the presentation is 20 min, together with questions it is 25 - 30 min.

 

Part II.  (50%)

 

Oral exam, to check the students' general knowledge of the basic concepts.

 

Lecturer

I. Farkas - linkedin.com/in/fij

 

Time

Tuesday 08:00