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.

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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

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

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