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105.030
Stochastic Processes in Finance
2006S
2005W
2005S
2004W
2004S
2003W
2003S
2002W
2002S
2001W
2005S, 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
Schachermayer, Walter
Schmock, Uwe
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Tue
16:30 - 18:00
01.03.2005 - 30.06.2005
FH Hörsaal 6 - TPH
SCHACHERMAYER
Tue
16:30 - 18:00
01.03.2005 - 30.06.2005
Sem.R. DA grün 06A
SCHACHERMAYER
Show single appointments
Stochastic Processes in Finance - Single appointments
F
P
1
2
N
E
Day
Date
Time
Location
Description
Tue
01.03.2005
16:30 - 18:00
FH Hörsaal 6 - TPH
SCHACHERMAYER
Tue
01.03.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
08.03.2005
16:30 - 18:00
FH Hörsaal 6 - TPH
SCHACHERMAYER
Tue
08.03.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
15.03.2005
16:30 - 18:00
FH Hörsaal 6 - TPH
SCHACHERMAYER
Tue
15.03.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
22.03.2005
16:30 - 18:00
FH Hörsaal 6 - TPH
SCHACHERMAYER
Tue
22.03.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
29.03.2005
16:30 - 18:00
FH Hörsaal 6 - TPH
SCHACHERMAYER
Tue
29.03.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
05.04.2005
16:30 - 18:00
FH Hörsaal 6 - TPH
SCHACHERMAYER
Tue
05.04.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
12.04.2005
16:30 - 18:00
FH Hörsaal 6 - TPH
SCHACHERMAYER
Tue
12.04.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
19.04.2005
16:30 - 18:00
FH Hörsaal 6 - TPH
SCHACHERMAYER
Tue
19.04.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
26.04.2005
16:30 - 18:00
FH Hörsaal 6 - TPH
SCHACHERMAYER
Tue
26.04.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
Tue
03.05.2005
16:30 - 18:00
FH Hörsaal 6 - TPH
SCHACHERMAYER
Tue
03.05.2005
16:30 - 18:00
Sem.R. DA grün 06A
SCHACHERMAYER
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
