Deutsch
Help
Login
Lectures
Courses
Academic Programs
Offered Theses
Application for studies
Mobility Services
roomTUlearn
Rooms
Booking Schedule
Student Support Services
Lehre
Forschung
Organisation
105.029
AKFVM Selected topics in stochastics
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.
2025S
2024W
2024S
2023W
2023S
2022W
2022S
2021W
2021S
2020W
2020S
2019W
2019S
2018W
2018S
2017W
2017S
2016W
2016S
2015W
2015S
2014S
2013S
2012W
2012S
2011W
2011S
2010W
2010S
2009W
2009S
2008W
2008S
2007W
2007S
2006W
2006S
2005W
2005S
2004W
2004S
2003W
2003S
2002W
2002S
2001W
2009S, SE, 2.0h, 3.0EC
Properties
Semester hours: 2.0
Credits: 3.0
Type: SE Seminar
Aim of course
Introduction to recent works in financial mathematics
Subject of course
Incomplete financial markets, duality and optimization in financial markets, martingal theory stochastic volatility models.
Additional information
Lectures are announced via FAM-NEWS, see http://www.fam.tuwien.ac.at/events/ for more information (e.g. abstracts, lecture hall).Please consider the plagiarism guidelines of TU Wien when writing your seminar paper:
Directive concerning the handling of plagiarism (PDF)
Lecturers
Schmock, Uwe
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Tue
16:30 - 18:00
03.03.2009 - 30.06.2009
Sem.R. DA grün 06A
SCHMOCK
Show single appointments
AKFVM Selected topics in stochastics - Single appointments
F
P
1
N
E
Day
Date
Time
Location
Description
Tue
03.03.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
10.03.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
17.03.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
24.03.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
31.03.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
07.04.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
14.04.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
21.04.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
28.04.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
05.05.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
12.05.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
19.05.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
26.05.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
02.06.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
09.06.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
16.06.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
23.06.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
30.06.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
F
P
1
N
E
Examination modalities
beurteilt
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
066 400 Mathematics
Not specified
066 401 Statistics
Not specified
066 402 Mathematics in Science and Technology
Not specified
066 403 Mathematics in Economics
Not specified
066 404 Mathematics in Computer Science
Not specified
066 405 Financial and Actuarial Mathematics
Not specified
066 415 Actuarial Mathematics
Not specified
860 Technical Mathematics
Not specified
864 Mathematics for Natural Sciences
Not specified
866 Economic Mathematics
Not specified
867 Statistics
Not specified
869 Mathematics in Computer Science
Not specified
873 Finance and Actuarial Mathematics
Not specified
Literature
No lecture notes are available.
Language
German