040723 UK Financial and Insurance Mathematics (2010W)
Continuous assessment of course work
Labels
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from We 08.09.2010 09:00 to We 22.09.2010 17:00
- Registration is open from Tu 28.09.2010 09:00 to We 29.09.2010 17:00
- Deregistration possible until Th 14.10.2010 23:59
Details
max. 50 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
Monday
04.10.
14:00 - 16:00
Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Monday
11.10.
14:00 - 16:00
Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Monday
18.10.
14:00 - 16:00
Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Monday
25.10.
14:00 - 16:00
Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Monday
08.11.
14:00 - 16:00
Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Monday
15.11.
14:00 - 16:00
Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Monday
22.11.
14:00 - 16:00
Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Monday
29.11.
14:00 - 16:00
Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Monday
06.12.
14:00 - 16:00
Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Monday
13.12.
14:00 - 16:00
Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Monday
10.01.
14:00 - 16:00
Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Monday
17.01.
14:00 - 16:00
Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Monday
24.01.
14:00 - 16:00
Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Monday
31.01.
14:00 - 16:00
Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Information
Aims, contents and method of the course
Assessment and permitted materials
Minimum requirements and assessment criteria
Examination topics
Reading list
I. Karatzas, S. Shreve: Brownian Motion and Stochastic Calculus;
M. Musiela, M. Rutkowski: Martingale Methods in Financial Modelling
A. Mc Neil, R. Frey, P. Embrechts: Quantitative Risk Management
M. Musiela, M. Rutkowski: Martingale Methods in Financial Modelling
A. Mc Neil, R. Frey, P. Embrechts: Quantitative Risk Management
Association in the course directory
Last modified: Mo 07.09.2020 15:29
General models in continuous time: Bachelier, Black-Scholes, more recent models