Universität Wien
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250100 SE Seminar (Probability theory) (2016W)

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

Details

Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 04.10. 09:45 - 11:15 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 11.10. 09:45 - 11:15 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 18.10. 09:45 - 11:15 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 25.10. 09:45 - 11:15 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 08.11. 09:45 - 11:15 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 15.11. 09:45 - 11:15 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 22.11. 09:45 - 11:15 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 29.11. 09:45 - 11:15 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 06.12. 09:45 - 11:15 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 13.12. 09:45 - 11:15 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 10.01. 09:45 - 11:15 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 17.01. 09:45 - 11:15 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 24.01. 08:00 - 11:15 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 31.01. 09:45 - 11:15 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

Presentation and discussion of selected advanced topics in probability theory and mathematical finance, including possibly material related to ongoing or projected Master- and PhD-projects.

This semester the general direction of the seminar will be financial mathematics. We plan to discuss the so called 'Stochastic portfolio theory'

Assessment and permitted materials

Presentation (german or english) and active participation on the seminar

Minimum requirements and assessment criteria

Reading, understanding, and presenting the selected material

Examination topics

Reading list

Fernholz, Karatzas: Stochastic portfolio theory, an overview.
more literature will be discussed in the seminar

Association in the course directory

MSTS

Last modified: Mo 07.09.2020 15:40