Universität Wien

250002 UE Tutorials on (Financial mathematics) (2009W)

2.00 ECTS (1.00 SWS), SPL 25 - Mathematik
Continuous assessment of course work

Details

Language: German

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 13.10. 13:15 - 14:00 Seminarraum
  • Tuesday 20.10. 13:15 - 14:00 Seminarraum
  • Tuesday 27.10. 13:15 - 14:00 Seminarraum
  • Tuesday 03.11. 13:15 - 14:00 Seminarraum
  • Tuesday 10.11. 13:15 - 14:00 Seminarraum
  • Tuesday 17.11. 13:15 - 14:00 Seminarraum
  • Tuesday 24.11. 13:15 - 14:00 Seminarraum
  • Tuesday 01.12. 13:15 - 14:00 Seminarraum
  • Tuesday 15.12. 13:15 - 14:00 Seminarraum
  • Tuesday 12.01. 13:15 - 14:00 Seminarraum
  • Tuesday 19.01. 13:15 - 14:00 Seminarraum
  • Tuesday 26.01. 13:15 - 14:00 Seminarraum

Information

Aims, contents and method of the course

Examples and short presentations.

Assessment and permitted materials

Minimum requirements and assessment criteria

Examination topics

Reading list

St. Shreve "Stochastic Calculus for Finance II, Continuous-Time models", Springer, 2004. B. Oksendal "Stochastic differential Equations", Springer, 2007.

Association in the course directory

BMF

Last modified: Mo 07.09.2020 15:40