Warning! The directory is not yet complete and will be amended until the beginning of the term.
250057 PS Stochastic Analysis (2018W)
Continuous assessment of course work
Labels
Details
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Monday 01.10. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 08.10. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 15.10. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 22.10. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 29.10. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 05.11. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 12.11. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 19.11. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 26.11. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 03.12. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 10.12. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 07.01. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 14.01. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 21.01. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 28.01. 11:45 - 12:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Information
Aims, contents and method of the course
Content of course will be deepend with examples
Assessment and permitted materials
Continuous input, performance at blackboard
Minimum requirements and assessment criteria
Attendance, performance at blackboard
Examination topics
Examples, Understanding of course/teaching material
Reading list
Revuz - Yor, continuous martingales and brownian Motion
Steele, stochastic calculus and financial applications
Steele, stochastic calculus and financial applications
Association in the course directory
MSTV
Last modified: Mo 07.09.2020 15:40