250028 UE Tutorials on financial mathematics (2015W)
Continuous assessment of course work
Labels
Summary
Registration/Deregistration
Groups
Group 1
max. 25 participants
Language: German
LMS: Moodle
Lecturers
Classes (iCal) - next class is marked with N
Achtung: Der erste Übungstermin für Finanzmathematik 1 (Gruppe 1 + Gruppe 2) findet am 12.10.2015 um 15:15-16:00 statt.
- Monday 12.10. 15:15 - 16:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 19.10. 15:15 - 16:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 09.11. 15:15 - 16:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 09.11. 15:15 - 17:00 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 16.11. 15:15 - 16:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 23.11. 15:15 - 16:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 30.11. 15:15 - 16:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 07.12. 15:15 - 16:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 14.12. 15:15 - 16:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 11.01. 16:00 - 16:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 18.01. 15:15 - 16:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 25.01. 15:15 - 16:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Aims, contents and method of the course
Arbitrage theory in discrete time, valuation of European and American options, Binomial option pricing model, random walk, Black-Scholes formula, interest rate models
Assessment and permitted materials
For a positive mark, a minimum of 50% of the exercises must be solved and at least 2 times the solution has to be presented at the blackboard.
Group 2
max. 25 participants
Language: German
Lecturers
Classes
Currently no class schedule is known.
Aims, contents and method of the course
Arbitrage theory in discrete time, valuation of European and American options, Binomial option pricing model, random walk, Black-Scholes formula, interest rate models
Assessment and permitted materials
For a positive mark, a minimum of 50% of the exercises must be solved and at least 2 times the solution has to be presented at the blackboard.
Information
Minimum requirements and assessment criteria
Examination topics
Exercises are presented on the blackboard by the students
Reading list
Freddy Delbaen and Walter Schachermayer: The mathematics of arbitrage
Hans Föllmer and Alexander Schied: Stochastic Finance: An Introduction in Discrete Time.
Steven Shreve: The Binomial Asset Pricing Model
Sean Dineen: Probability Theory in Finance
Hans Föllmer and Alexander Schied: Stochastic Finance: An Introduction in Discrete Time.
Steven Shreve: The Binomial Asset Pricing Model
Sean Dineen: Probability Theory in Finance
Association in the course directory
BMF, WFM
Last modified: Tu 08.09.2020 00:26