250003 VO Stochastic financial mathematics 2 (2009S)

3.00 ECTS (2.00 SWS), SPL 25 - Mathematik

Details

Language: English

Lecturers

Walter Schachermayer

Classes (iCal) - next class is marked with N

    
    Tuesday
    03.03.
    13:00 - 15:00
    Seminarraum
    
    Tuesday
    10.03.
    13:00 - 15:00
    Seminarraum
    
    Tuesday
    17.03.
    13:00 - 15:00
    Seminarraum
    
    Tuesday
    24.03.
    13:00 - 15:00
    Seminarraum
    
    Tuesday
    31.03.
    13:00 - 15:00
    Seminarraum
    
    Tuesday
    21.04.
    13:00 - 15:00
    Seminarraum
    
    Tuesday
    28.04.
    13:00 - 15:00
    Seminarraum
    
    Tuesday
    05.05.
    13:00 - 15:00
    Seminarraum
    
    Tuesday
    12.05.
    13:00 - 15:00
    Seminarraum
    
    Tuesday
    19.05.
    13:00 - 15:00
    Seminarraum
    
    Tuesday
    26.05.
    13:00 - 15:00
    Seminarraum
    
    Tuesday
    09.06.
    13:00 - 15:00
    Seminarraum
    
    Tuesday
    16.06.
    13:00 - 15:00
    Seminarraum
    
    Tuesday
    23.06.
    13:00 - 15:00
    Seminarraum
    
    Tuesday
    30.06.
    13:00 - 15:00
    Seminarraum

Information

Aims, contents and method of the course

We continue with the book "Stochastic Calculus for Finance II" of St. Shreve (Chapter 5.3-10.4).

Assessment and permitted materials

oral exam.

Minimum requirements and assessment criteria

Examination topics

Reading list

S. 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