105.031 Advanced Mathematical Finance II

2004S, VO, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VO Lecture

Aim of course

Introduction in interest rate modelling

Subject of course

Stochastic analysis: Ito calculus, stochastic differential equations, Girsanov Theorem; interest rate modelling: short rate models Heath-Jarrow Morton methodology for forward rate models.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Thu09:30 - 11:0011.03.2004 - 30.06.2004Sem.R. DA grün 06A GRANDITS
Advanced Mathematical Finance II - Single appointments
DayDateTimeLocationDescription
Thu11.03.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu18.03.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu25.03.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu01.04.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu08.04.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu15.04.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu22.04.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu29.04.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu06.05.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu13.05.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu20.05.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu27.05.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu03.06.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu10.06.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu17.06.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS
Thu24.06.200409:30 - 11:00Sem.R. DA grün 06A GRANDITS

Examination modalities

oral exam

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

No lecture notes are available.

Language

English