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.

2011S, 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

Institute

Course dates

DayTimeDateLocationDescription
Tue16:30 - 18:0001.03.2011 - 28.06.2011Sem.R. DA grün 06A Seminar
Mon09:30 - 11:0014.03.2011Sem.R. DA grün 04 Vortrag Michael Punz
Wed16:30 - 18:0006.04.2011FH Hörsaal 3 - MATH Vortrag Dr. Umut Cetin
AKFVM Selected topics in stochastics - Single appointments
DayDateTimeLocationDescription
Tue01.03.201116:30 - 18:00Sem.R. DA grün 06A Vortrag Nadezhda Sholokhova
Tue08.03.201116:30 - 18:00Sem.R. DA grün 06A Vortrag Tilmann Blümmel
Mon14.03.201109:30 - 11:00Sem.R. DA grün 04 Vortrag Michael Punz
Tue15.03.201116:30 - 18:00Sem.R. DA grün 06A Vortrag Piet Porkert
Tue29.03.201116:30 - 18:00Sem.R. DA grün 06A Seminar
Tue05.04.201116:30 - 18:00Sem.R. DA grün 06A Seminar
Wed06.04.201116:30 - 18:00FH Hörsaal 3 - MATH Vortrag Dr. Umut Cetin
Tue12.04.201116:30 - 18:00Sem.R. DA grün 06A Seminar
Tue03.05.201116:30 - 18:00Sem.R. DA grün 06A Seminar
Tue10.05.201116:30 - 18:00Sem.R. DA grün 06A Seminar
Tue17.05.201116:30 - 18:00Sem.R. DA grün 06A Seminar
Tue24.05.201116:30 - 18:00Sem.R. DA grün 06A Seminar
Tue31.05.201116:30 - 18:00Sem.R. DA grün 06A Seminar
Tue07.06.201116:30 - 18:00Sem.R. DA grün 06A Seminar
Tue21.06.201116:30 - 18:00Sem.R. DA grün 06A Seminar
Tue28.06.201116:30 - 18:00Sem.R. DA grün 06A Seminar

Examination modalities

beurteilt

Course registration

Not necessary

Curricula

Literature

No lecture notes are available.

Language

German