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040723 UK Financial and Insurance Mathematics (2013W)

3.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften

Continuous assessment of course work

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 Fr 06.09.2013 09:00 to Fr 20.09.2013 14:00
Registration is open from We 25.09.2013 09:00 to Th 26.09.2013 17:00
Deregistration possible until Mo 14.10.2013 23:59

Details

max. 40 participants

Language: English

Lecturers

Irene Klein

Classes (iCal) - next class is marked with N

Tuesday 01.10. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 08.10. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 15.10. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 22.10. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 29.10. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 05.11. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 12.11. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 19.11. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 26.11. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 03.12. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 10.12. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 17.12. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 07.01. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 14.01. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 21.01. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday 28.01. 16:00 - 18:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

Ideas of mathematical finance for a simple example;
General models in continuous time: Bachelier, Black-Scholes, more recent models

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

Association in the course directory

Last modified: Mo 07.09.2020 15:29