250002 UE Tutorials on (Financial mathematics) (2009W)

2.00 ECTS (1.00 SWS), SPL 25 - Mathematik

Continuous assessment of course work

Details

Language: German

Lecturers

Mathias Beiglböck

Classes (iCal) - next class is marked with N

    
    Tuesday
    13.10.
    13:15 - 14:00
    Seminarraum
    
    Tuesday
    20.10.
    13:15 - 14:00
    Seminarraum
    
    Tuesday
    27.10.
    13:15 - 14:00
    Seminarraum
    
    Tuesday
    03.11.
    13:15 - 14:00
    Seminarraum
    
    Tuesday
    10.11.
    13:15 - 14:00
    Seminarraum
    
    Tuesday
    17.11.
    13:15 - 14:00
    Seminarraum
    
    Tuesday
    24.11.
    13:15 - 14:00
    Seminarraum
    
    Tuesday
    01.12.
    13:15 - 14:00
    Seminarraum
    
    Tuesday
    15.12.
    13:15 - 14:00
    Seminarraum
    
    Tuesday
    12.01.
    13:15 - 14:00
    Seminarraum
    
    Tuesday
    19.01.
    13:15 - 14:00
    Seminarraum
    
    Tuesday
    26.01.
    13:15 - 14:00
    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

BMF

Last modified: Mo 07.09.2020 15:40