040723 UK Financial and Insurance Mathematics (2011W)

3.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften

Continuous assessment of course work

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 Mo 05.09.2011 09:00 to We 21.09.2011 17:00
Registration is open from Tu 27.09.2011 09:00 to We 28.09.2011 17:00
Deregistration possible until Fr 14.10.2011 23:59

Details

max. 50 participants

Language: English

Lecturers

Irene Klein

Classes (iCal) - next class is marked with N

    
    Tuesday
    04.10.
    16:00 - 18:00
    Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
    
    Tuesday
    11.10.
    16:00 - 18:00
    Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
    
    Tuesday
    18.10.
    16:00 - 18:00
    Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
    
    Tuesday
    25.10.
    16:00 - 18:00
    Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
    
    Tuesday
    08.11.
    16:00 - 18:00
    Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
    
    Tuesday
    15.11.
    16:00 - 18:00
    Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
    
    Tuesday
    22.11.
    16:00 - 18:00
    Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
    
    Tuesday
    29.11.
    16:00 - 18:00
    Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
    
    Tuesday
    06.12.
    16:00 - 18:00
    Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
    
    Tuesday
    13.12.
    16:00 - 18:00
    Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
    
    Tuesday
    10.01.
    16:00 - 18:00
    Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
    
    Tuesday
    17.01.
    16:00 - 18:00
    Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
    
    Tuesday
    24.01.
    16:00 - 18:00
    Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
    
    Tuesday
    31.01.
    16:00 - 18:00
    Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock

Information

Aims, contents and method of the course

Ideas of mathematical finance for a simple example;
General models in continuous time: Bachelier, Black-Scholes, more recent models

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

Association in the course directory

Last modified: Mo 07.09.2020 15:29