105.049 Stochastic interest rate theory
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2005W, SE, 2.0h, 2.0EC

Properties

  • Semester hours: 2.0
  • Credits: 2.0
  • Type: SE Seminar

Aim of course

Presentation of recent scientific works and results of master thesis

Subject of course

stochastic analysis, Malliavin calculus, stochastic interest rate theory

Additional information

Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: Directive concerning the handling of plagiarism (PDF)

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Mon14:00 - 15:3003.10.2005 - 26.01.2006FH Hörsaal 7 - GEO TEICHMANN
Stochastic interest rate theory - Single appointments
DayDateTimeLocationDescription
Mon03.10.200514:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon10.10.200514:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon17.10.200514:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon24.10.200514:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon31.10.200514:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon07.11.200514:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon14.11.200514:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon21.11.200514:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon28.11.200514:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon05.12.200514:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon12.12.200514:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon19.12.200514:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon26.12.200514:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon02.01.200614:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon09.01.200614:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon16.01.200614:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN
Mon23.01.200614:00 - 15:30FH Hörsaal 7 - GEO TEICHMANN

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
066 415 Actuarial Mathematics Not specified

Literature

No lecture notes are available.

Language

German