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105.030
Stochastic Processes in Finance
2006S
2005W
2005S
2004W
2004S
2003W
2003S
2002W
2002S
2001W
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
Schmock, Uwe
Schachermayer, Walter
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Tue
16:30 - 18:00
07.10.2003 - 29.01.2004
Sem.R. DA grün 06A
SCHMOCK
Tue
16:30 - 18:00
07.10.2003 - 29.01.2004
FH 8 Nöbauer HS - MATH
SCHACHERMAY
Show single appointments
Stochastic Processes in Finance - Single appointments
F
P
1
2
N
E
Day
Date
Time
Location
Description
Tue
07.10.2003
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
07.10.2003
16:30 - 18:00
FH 8 Nöbauer HS - MATH
SCHACHERMAY
Tue
14.10.2003
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
14.10.2003
16:30 - 18:00
FH 8 Nöbauer HS - MATH
SCHACHERMAY
Tue
21.10.2003
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
21.10.2003
16:30 - 18:00
FH 8 Nöbauer HS - MATH
SCHACHERMAY
Tue
28.10.2003
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
28.10.2003
16:30 - 18:00
FH 8 Nöbauer HS - MATH
SCHACHERMAY
Tue
04.11.2003
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
04.11.2003
16:30 - 18:00
FH 8 Nöbauer HS - MATH
SCHACHERMAY
Tue
11.11.2003
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
11.11.2003
16:30 - 18:00
FH 8 Nöbauer HS - MATH
SCHACHERMAY
Tue
18.11.2003
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
18.11.2003
16:30 - 18:00
FH 8 Nöbauer HS - MATH
SCHACHERMAY
Tue
25.11.2003
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
25.11.2003
16:30 - 18:00
FH 8 Nöbauer HS - MATH
SCHACHERMAY
Tue
02.12.2003
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
02.12.2003
16:30 - 18:00
FH 8 Nöbauer HS - MATH
SCHACHERMAY
Tue
09.12.2003
16:30 - 18:00
Sem.R. DA grün 06A
SCHMOCK
Tue
09.12.2003
16:30 - 18:00
FH 8 Nöbauer HS - MATH
SCHACHERMAY
F
P
1
2
N
E
Examination modalities
beurteilt
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
No records found.
Literature
No lecture notes are available.
Language
English