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.

2011W, 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
Mon16:30 - 18:0012.09.2011Sem.R. DA grün 06A Talk of Dr. Gregory Temnov
Wed16:30 - 18:0021.09.2011FH Hörsaal 3 - MATH Talk of Dr. Carole Bernard
Tue16:30 - 18:0011.10.2011Sem.R. DA grün 06A Talk of Dr. Zehra Eksi
Fri09:00 - 17:0014.10.2011Hörsaal 6 - RPL Talks within the framework of PRisMa Day 2011
Tue16:30 - 18:0018.10.2011 - 24.01.2012Sem.R. DA grün 06A .
Tue15:30 - 17:0025.10.2011FH Hörsaal 4 Talk of Prof. Hans-Jörg Albrecher
Mon15:00 - 16:3006.02.2012Sem.R. DA grün 06A Vortrag Mykhaylo Shkolnikov
AKFVM Selected topics in stochastics - Single appointments
DayDateTimeLocationDescription
Mon12.09.201116:30 - 18:00Sem.R. DA grün 06A Talk of Dr. Gregory Temnov
Wed21.09.201116:30 - 18:00FH Hörsaal 3 - MATH Talk of Dr. Carole Bernard
Tue11.10.201116:30 - 18:00Sem.R. DA grün 06A Talk of Dr. Zehra Eksi
Fri14.10.201109:00 - 17:00Hörsaal 6 - RPL Talks within the framework of PRisMa Day 2011
Tue18.10.201116:30 - 18:00Sem.R. DA grün 06A .
Tue25.10.201115:30 - 17:00FH Hörsaal 4 Talk of Prof. Hans-Jörg Albrecher
Tue01.11.201116:30 - 18:00Sem.R. DA grün 06A .
Tue08.11.201116:30 - 18:00Sem.R. DA grün 06A .
Tue22.11.201116:30 - 18:00Sem.R. DA grün 06A .
Tue29.11.201116:30 - 18:00Sem.R. DA grün 06A .
Tue06.12.201116:30 - 18:00Sem.R. DA grün 06A .
Tue13.12.201116:30 - 18:00Sem.R. DA grün 06A .
Tue20.12.201116:30 - 18:00Sem.R. DA grün 06A .
Tue10.01.201216:30 - 18:00Sem.R. DA grün 06A .
Tue17.01.201216:30 - 18:00Sem.R. DA grün 06A .
Tue24.01.201216:30 - 18:00Sem.R. DA grün 06A .
Mon06.02.201215:00 - 16:30Sem.R. DA grün 06A Vortrag Mykhaylo Shkolnikov

Examination modalities

beurteilt

Course registration

Begin End Deregistration end
01.10.2011 00:00 13.10.2011 23:59 13.10.2011 23:59

Curricula

Literature

No lecture notes are available.

Language

if required in English