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105.029
AKVFM Selected topics in stochastics
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2006W, 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 (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
Schachermayer, Walter
Schmock, Uwe
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Tue
16:30 - 18:00
03.10.2006 - 31.01.2007
FH Hörsaal 2
SCHACHERMAYER
Tue
16:30 - 18:00
03.10.2006 - 31.01.2007
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
Tue
03.10.2006
16:30 - 18:00
FH Hörsaal 2
SCHACHERMAYER
Tue
03.10.2006
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
10.10.2006
16:30 - 18:00
FH Hörsaal 2
SCHACHERMAYER
Tue
10.10.2006
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
17.10.2006
16:30 - 18:00
FH Hörsaal 2
SCHACHERMAYER
Tue
17.10.2006
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
24.10.2006
16:30 - 18:00
FH Hörsaal 2
SCHACHERMAYER
Tue
24.10.2006
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
31.10.2006
16:30 - 18:00
FH Hörsaal 2
SCHACHERMAYER
Tue
31.10.2006
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
07.11.2006
16:30 - 18:00
FH Hörsaal 2
SCHACHERMAYER
Tue
07.11.2006
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
14.11.2006
16:30 - 18:00
FH Hörsaal 2
SCHACHERMAYER
Tue
14.11.2006
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
21.11.2006
16:30 - 18:00
FH Hörsaal 2
SCHACHERMAYER
Tue
21.11.2006
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
28.11.2006
16:30 - 18:00
FH Hörsaal 2
SCHACHERMAYER
Tue
28.11.2006
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
05.12.2006
16:30 - 18:00
FH Hörsaal 2
SCHACHERMAYER
Tue
05.12.2006
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
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P
1
2
N
E
Examination modalities
beurteilt
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
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Literature
No lecture notes are available.
Language
German
