250002 UE Tutorials "Stochastic financial mathematics 2" (2009S)

3.00 ECTS (2.00 SWS), SPL 25 - Mathematik

Continuous assessment of course work

Details

Language: English

Lecturers

Classes (iCal) - next class is marked with N

    
    Wednesday
    11.03.
    13:00 - 14:30
    Seminarraum
    
    Wednesday
    18.03.
    13:00 - 14:30
    Seminarraum
    
    Wednesday
    25.03.
    13:00 - 14:30
    Seminarraum
    
    Wednesday
    01.04.
    13:00 - 14:30
    Seminarraum
    
    Wednesday
    22.04.
    13:00 - 14:30
    Seminarraum
    
    Wednesday
    29.04.
    13:00 - 14:30
    Seminarraum
    
    Wednesday
    06.05.
    13:00 - 14:30
    Seminarraum
    
    Wednesday
    13.05.
    13:00 - 14:30
    Seminarraum
    
    Wednesday
    20.05.
    13:00 - 14:30
    Seminarraum
    
    Wednesday
    27.05.
    13:00 - 14:30
    Seminarraum
    
    Wednesday
    03.06.
    13:00 - 14:30
    Seminarraum
    
    Wednesday
    10.06.
    13:00 - 14:30
    Seminarraum
    
    Wednesday
    17.06.
    13:00 - 14:30
    Seminarraum
    
    Wednesday
    24.06.
    13:00 - 14:30
    Seminarraum

Information

Aims, contents and method of the course

Examples and short presentations.

Assessment and permitted materials

Minimum requirements and assessment criteria

Examination topics

Reading list

St. Shreve "Stochastic Calculus for Finance II, Continuous-Time models", Springer, 2004.

B. Oksendal "Stochastic differential Equations", Springer, 2007.

Association in the course directory

MSTV

Last modified: Mo 07.09.2020 15:40