Deutsch
Help
Login
Lectures
Courses
Academic Programs
Offered Theses
Application for studies
Mobility Services
roomTUlearn
Rooms
Booking Schedule
Student Support Services
Lehre
Forschung
Organisation
105.030
Stochastic Processes in Finance
Canceled
2006S
2005W
2005S
2004W
2004S
2003W
2003S
2002W
2002S
2001W
2006S, 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
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