040723 UK Financial and Insurance Mathematics (2015W)
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 Mo 14.09.2015 09:00 to Th 24.09.2015 14:00
- Deregistration possible until We 14.10.2015 23:59
Details
max. 40 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
Tuesday
06.10.
13:15 - 14:45
Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
13.10.
13:15 - 14:45
Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
20.10.
13:15 - 14:45
Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
27.10.
13:15 - 14:45
Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
03.11.
13:15 - 14:45
Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
10.11.
13:15 - 14:45
Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
17.11.
13:15 - 14:45
Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
24.11.
13:15 - 14:45
Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
01.12.
13:15 - 14:45
Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
15.12.
13:15 - 14:45
Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
12.01.
13:15 - 14:45
Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
19.01.
13:15 - 14:45
Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday
26.01.
13:15 - 14:45
Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Friday
29.01.
09:45 - 11:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.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