040723 UK Financial and Insurance Mathematics (2012W)

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 Th 06.09.2012 09:00 to Th 20.09.2012 14:00
Registration is open from We 26.09.2012 10:00 to Tu 13.11.2012 12:05
Deregistration possible until Su 14.10.2012 23:59

Details

max. 50 participants

Language: English

Lecturers

Irene Klein

Classes (iCal) - next class is marked with N

Tuesday 02.10. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 09.10. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 16.10. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 23.10. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 30.10. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 06.11. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 13.11. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 20.11. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 27.11. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 04.12. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 11.12. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 18.12. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 08.01. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 15.01. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 22.01. 16:00 - 18:00 Leopold-Schmetterer-Seminarraum, Universitätsstraße 5, 3.Stock
Tuesday 29.01. 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