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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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2009W, 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
Hubalek, Friedrich
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Tue
16:30 - 18:00
06.10.2009 - 26.01.2010
Sem.R. DA grün 06A
SCHMOCK
Show single appointments
AKFVM Selected topics in stochastics - Single appointments
F
P
1
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E
Day
Date
Time
Location
Description
Tue
06.10.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
13.10.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
20.10.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
27.10.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
03.11.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
10.11.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
17.11.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
24.11.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
01.12.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
08.12.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
15.12.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
22.12.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
29.12.2009
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
05.01.2010
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
12.01.2010
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
19.01.2010
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
26.01.2010
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
