105.030 Stochastic Processes in Finance

2004W, 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 - 18:0005.10.2004 - 27.01.2005FH 8 Nöbauer HS - MATH SCHMOCK
Tue16:30 - 18:0005.10.2004 - 27.01.2005Sem.R. DA grün 06A SCHMOCK
Stochastic Processes in Finance - Single appointments
DayDateTimeLocationDescription
Tue05.10.200416:30 - 18:00FH 8 Nöbauer HS - MATH SCHMOCK
Tue05.10.200416:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue12.10.200416:30 - 18:00FH 8 Nöbauer HS - MATH SCHMOCK
Tue12.10.200416:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue19.10.200416:30 - 18:00FH 8 Nöbauer HS - MATH SCHMOCK
Tue19.10.200416:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue26.10.200416:30 - 18:00FH 8 Nöbauer HS - MATH SCHMOCK
Tue26.10.200416:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue02.11.200416:30 - 18:00FH 8 Nöbauer HS - MATH SCHMOCK
Tue02.11.200416:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue09.11.200416:30 - 18:00FH 8 Nöbauer HS - MATH SCHMOCK
Tue09.11.200416:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue16.11.200416:30 - 18:00FH 8 Nöbauer HS - MATH SCHMOCK
Tue16.11.200416:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue23.11.200416:30 - 18:00FH 8 Nöbauer HS - MATH SCHMOCK
Tue23.11.200416:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue30.11.200416:30 - 18:00FH 8 Nöbauer HS - MATH SCHMOCK
Tue30.11.200416:30 - 18:00Sem.R. DA grün 06A SCHMOCK
Tue07.12.200416:30 - 18:00FH 8 Nöbauer HS - MATH SCHMOCK
Tue07.12.200416:30 - 18:00Sem.R. DA grün 06A SCHMOCK

Examination modalities

beurteilt

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

No lecture notes are available.

Language

English