105.030 Stochastic Processes in Finance

2003W, PV, 2.0h, 2.0EC

Properties

  • Semester hours: 2.0
  • Credits: 2.0
  • Type: PV Research Seminar

Aim of course

Introduction to recent works in financial mathematics

Subject of course

Incomplete financial markets, utility functions and duality theory, martingal theory

Additional information

Lectures are announced via FAM-NEWS, see www.fam.tuwien.ac.at/events/.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue16:30 - 18:0007.10.2003 - 29.01.2004Sem.R. DA grün 06A SCHMOCK
Tue16:30 - 18:0007.10.2003 - 29.01.2004FH 8 Nöbauer HS - MATH SCHACHERMAY
Stochastic Processes in Finance - Single appointments
DayDateTimeLocationDescription
Tue07.10.200316:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue07.10.200316:30 - 18:00FH 8 Nöbauer HS - MATH SCHACHERMAY
Tue14.10.200316:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue14.10.200316:30 - 18:00FH 8 Nöbauer HS - MATH SCHACHERMAY
Tue21.10.200316:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue21.10.200316:30 - 18:00FH 8 Nöbauer HS - MATH SCHACHERMAY
Tue28.10.200316:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue28.10.200316:30 - 18:00FH 8 Nöbauer HS - MATH SCHACHERMAY
Tue04.11.200316:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue04.11.200316:30 - 18:00FH 8 Nöbauer HS - MATH SCHACHERMAY
Tue11.11.200316:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue11.11.200316:30 - 18:00FH 8 Nöbauer HS - MATH SCHACHERMAY
Tue18.11.200316:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue18.11.200316:30 - 18:00FH 8 Nöbauer HS - MATH SCHACHERMAY
Tue25.11.200316:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue25.11.200316:30 - 18:00FH 8 Nöbauer HS - MATH SCHACHERMAY
Tue02.12.200316:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue02.12.200316:30 - 18:00FH 8 Nöbauer HS - MATH SCHACHERMAY
Tue09.12.200316:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue09.12.200316:30 - 18:00FH 8 Nöbauer HS - MATH SCHACHERMAY

Examination modalities

beurteilt

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

No lecture notes are available.

Language

English