105.030 Stochastic Processes in Finance Canceled

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

Institute

Examination modalities

beurteilt

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
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Literature

No lecture notes are available.

Language

English