Universität Wien
Warning! The directory is not yet complete and will be amended until the beginning of the term.

250002 UE Tutorials "Stochastic financial mathematics 2" (2009S)

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

Details

Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Wednesday 11.03. 13:00 - 14:30 Seminarraum
  • Wednesday 18.03. 13:00 - 14:30 Seminarraum
  • Wednesday 25.03. 13:00 - 14:30 Seminarraum
  • Wednesday 01.04. 13:00 - 14:30 Seminarraum
  • Wednesday 22.04. 13:00 - 14:30 Seminarraum
  • Wednesday 29.04. 13:00 - 14:30 Seminarraum
  • Wednesday 06.05. 13:00 - 14:30 Seminarraum
  • Wednesday 13.05. 13:00 - 14:30 Seminarraum
  • Wednesday 20.05. 13:00 - 14:30 Seminarraum
  • Wednesday 27.05. 13:00 - 14:30 Seminarraum
  • Wednesday 03.06. 13:00 - 14:30 Seminarraum
  • Wednesday 10.06. 13:00 - 14:30 Seminarraum
  • Wednesday 17.06. 13:00 - 14:30 Seminarraum
  • Wednesday 24.06. 13:00 - 14:30 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

MSTV

Last modified: Mo 07.09.2020 15:40