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105.029
AKVFM Selected topics in stochastics
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2005S, SE, 2.0h, 2.0EC
Properties
Semester hours: 2.0
Credits: 2.0
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.Please consider the plagiarism guidelines of TU Wien when writing your seminar paper:
Directive concerning the handling of plagiarism (PDF)
Lecturers
Schachermayer, Walter
Schmock, Uwe
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Thu
16:30 - 18:00
03.03.2005 - 30.06.2005
Sem.R. DA grün 06A
SCHACHERMAYER
Show single appointments
AKVFM Selected topics in stochastics - Single appointments
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Day
Date
Time
Location
Description
Thu
03.03.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
10.03.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
17.03.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
24.03.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
31.03.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
07.04.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
14.04.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
21.04.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
28.04.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
05.05.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
12.05.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
19.05.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
26.05.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
02.06.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
09.06.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
16.06.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
23.06.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
30.06.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
F
P
1
N
E
Examination modalities
beurteilt
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
No records found.
Literature
No lecture notes are available.
Language
German
