Universität Wien

250003 VO Financial mathematics (2009W)

5.00 ECTS (3.00 SWS), SPL 25 - Mathematik

Details

Language: German

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 06.10. 14:00 - 15:00 Seminarraum
  • Wednesday 07.10. 13:00 - 14:30 Seminarraum
  • Tuesday 13.10. 14:00 - 15:00 Seminarraum
  • Wednesday 14.10. 13:00 - 14:30 Seminarraum
  • Tuesday 20.10. 14:00 - 15:00 Seminarraum
  • Wednesday 21.10. 13:00 - 14:30 Seminarraum
  • Tuesday 27.10. 14:00 - 15:00 Seminarraum
  • Wednesday 28.10. 13:00 - 14:30 Seminarraum
  • Tuesday 03.11. 14:00 - 15:00 Seminarraum
  • Wednesday 04.11. 13:00 - 14:30 Seminarraum
  • Tuesday 10.11. 14:00 - 15:00 Seminarraum
  • Wednesday 11.11. 13:00 - 14:30 Seminarraum
  • Tuesday 17.11. 14:00 - 15:00 Seminarraum
  • Wednesday 18.11. 13:00 - 14:30 Seminarraum
  • Tuesday 24.11. 14:00 - 15:00 Seminarraum
  • Wednesday 25.11. 13:00 - 14:30 Seminarraum
  • Tuesday 01.12. 14:00 - 15:00 Seminarraum
  • Wednesday 02.12. 13:00 - 14:30 Seminarraum
  • Wednesday 09.12. 13:00 - 14:30 Seminarraum
  • Tuesday 15.12. 14:00 - 15:00 Seminarraum
  • Wednesday 16.12. 13:00 - 14:30 Seminarraum
  • Tuesday 12.01. 14:00 - 15:00 Seminarraum
  • Wednesday 13.01. 13:00 - 14:30 Seminarraum
  • Tuesday 19.01. 14:00 - 15:00 Seminarraum
  • Wednesday 20.01. 13:00 - 14:30 Seminarraum
  • Tuesday 26.01. 14:00 - 15:00 Seminarraum
  • Wednesday 27.01. 13:00 - 14:30 Seminarraum

Information

Aims, contents and method of the course

The lecture course will follow the book "Stochastic Calculus for Finance II" of St. Shreve (approximately Chapters 1 to 5).

Assessment and permitted materials

oral exam.

Minimum requirements and assessment criteria

Examination topics

Reading list

S. 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