105.029 AKFVM Selected topics in stochastics

2008W, 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

Institute

Course dates

DayTimeDateLocationDescription
Tue16:30 - 18:0007.10.2008 - 31.01.2009Sem.R. DA grün 06A SCHMOCK
AKFVM Selected topics in stochastics - Single appointments
DayDateTimeLocationDescription
Tue07.10.200816:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue14.10.200816:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue21.10.200816:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue28.10.200816:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue04.11.200816:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue11.11.200816:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue18.11.200816:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue25.11.200816:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue02.12.200816:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue09.12.200816:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue16.12.200816:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue23.12.200816:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue30.12.200816:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue06.01.200916:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue13.01.200916:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue20.01.200916:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue27.01.200916:30 - 18:00Sem.R. DA grün 06A SCHMOCK

Examination modalities

beurteilt

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

No lecture notes are available.

Language

German