Kurt Hornik: QFin Computing Winter Semester 2026

Classes

Unit Date Time Location Topic Materials Assignments
1 2026-10-01 10:00-13:30 TC.2.02 R Basics Slides Transcript Code save dump Exercises 1-24 Due: 2026-10-07 23:59 Read Chapter 2
2 2026-10-06 10:00-13:30 TC.1.01 R Data Types Slides Transcript Code Exercises 25-30, 32-36, 38-47 Due: 2026-10-14 23:59 Read IEEE 754-1985
3 2026-10-15 10:00-13:30 TC.2.02 R Data Types Slides Transcript Code Snip Exercises 48-55, 62-71 Due: 2026-10-21 23:59 Read Slides
4 2026-10-22 10:00-13:30 TC.2.02 R Programming Slides Transcript Code Snip Exercises 73-74, 77-92, 94, 97 Due: 2026-10-29 23:59 Read Chapter 4, Lecture notes chapter 3
5 2026-10-30 10:00-13:30 TC.2.02 LaTeX, BibTeX and Sweave Exercises 99-105, 109, 112-126 Due: 2026-11-11 23:59 Read Chapter 7, LaTeX docs
6 2026-11-12 10:00-13:30 TC.2.02 Optimization and Root Finding Slides Exercises 129, 132, 136-140, 143, 149-150, 152, 154, 156, 158-159, 163 Due: 2026-11-18 23:59
7 2026-11-19 10:00-12:00 TC.0.04 Finals
8 2026-11-24 09:00-15:00 Online via teams Presentations

Assignments

Exercises
When submitting homework assignments by email, please use the subject ‘QFin Computing Unit n Team k’, where n is the number of the unit and k is the number of your team.
Submit by email to Eliah-Marcus Pilz <eliah-marcus.pilz@s.wu.ac.at> and <Kurt.Hornik@wu.ac.at>, and cc all team members.
Chapters in assignments refer to the textbook by Braun & Murdoch used for this course.
Homework and presentation teams:
1 Bachtiary, Gradev, Hartai, Isakova, Pemsel, Sak (†)
2 Guseva, Konovalchuk, Rizzi, Rubanov, Rygzynov, Tzamtzis
3 Breiter, Ferrer Ortega, Groenum, Pakhomau, Perdacher, Yancheva
4 Juan, Kubik, Magdziak, Panhauser, Threm, Wang
5 Kycl, Milosavljevic, Osipenkov, Skupova, Telnova, Tsay
6 Golakova, Husak, Jordan, Jurikova, Kaplunova, Polz (†)
7 Borisov, Hollo (†), Maksimova, Regenyi, Srejic (†), Toth
8 Ellis, Gudi, Lutz, Meshkovski, Takacs, Zheng
9 Eisenmagen, Manea, Prodan, Teplov, Vaklinov, Wisniewska
10 Babic (†), Hasanzade, Krykunova, Luksch, Naginailov, Pinotti
11 Braghis, Dimitrov, Goss, Kumar, Merkushev, Schoefbeck
12 Adamian, Floor, Kapustin, Melnychuk, Przyszlakiewicz, Yarovoy
Students marked ‘†’ have left the program/course.

Lecture Notes

Docs Code

Literature

W. John Braun and Duncan J. Murdoch: A First Course in Statistical Programming with R. Cambridge University Press ISBN 9781316451090, 2016. DOI:10.1017/CBO9781316451090.
Tobias Oetiker, Hubert Partl, Irene Hyna and Elisabeth Schlegl: The (Not So) Short Introduction to LATEX2e.

Links

Electronic University Calendar (eVVZ)
Setting up R and LATEX



File translated from TEX by TTH, version 4.16.