250110 VO Mathematical finance: continuous models (2017S)
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Details
Language: English
Examination dates
- Tuesday 27.06.2017
- Wednesday 28.06.2017
- Friday 14.07.2017
- Tuesday 25.07.2017
- Tuesday 01.08.2017
- Monday 07.08.2017
- Tuesday 05.09.2017
- Tuesday 24.10.2017
- Monday 27.11.2017
- Monday 18.12.2017
- Thursday 08.02.2018
Lecturers
Classes (iCal) - next class is marked with N
- Tuesday 07.03. 14:15 - 15:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 09.03. 14:00 - 14:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 14.03. 14:15 - 15:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 16.03. 14:00 - 14:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 21.03. 14:15 - 15:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 23.03. 14:00 - 14:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 28.03. 14:15 - 15:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 30.03. 14:00 - 14:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 04.04. 14:15 - 15:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 06.04. 14:00 - 14:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 25.04. 14:15 - 15:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 27.04. 14:00 - 14:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 02.05. 14:15 - 15:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 04.05. 14:00 - 14:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 09.05. 14:15 - 15:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 11.05. 14:00 - 14:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 16.05. 14:15 - 15:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 18.05. 14:00 - 14:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 23.05. 14:15 - 15:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 30.05. 14:15 - 15:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 01.06. 14:00 - 14:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 08.06. 14:00 - 14:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 13.06. 14:15 - 15:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 20.06. 14:15 - 15:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 22.06. 14:00 - 14:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 27.06. 14:15 - 15:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 29.06. 14:00 - 14:45 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Information
Aims, contents and method of the course
Based on an introduction on Brownian Motion and stochastic Analysis we develop the fundamental Tools of mathematical finance. We amply discuss the Black-Scholes formula for the pricing and hedging of Options as well as several ramificiations
Assessment and permitted materials
Oral examination
Minimum requirements and assessment criteria
Basic knowledge of some probability theory and stochastics
Examination topics
The relevant chapters of the book of Steven E. Shreve
Reading list
Stochastic Calculus for Finance II, Steven E. Shreve
Association in the course directory
MSTV
Last modified: Mo 07.09.2020 15:40