Deutsch
Help
Login
Lectures
Courses
Academic Programs
Offered Theses
Application for studies
Mobility Services
roomTUlearn
Rooms
Booking Schedule
Student Support Services
Lehre
Forschung
Organisation
105.057
Financial mathematics
2024S
2023S
2022S
2021S
2020S
2019S
2018S
2017S
2016S
2015S
2014S
2013S
2012S
2011S
2010S
2009S
2008S
2007S
2006S
2005S
2006S, VO, 4.0h, 6.0EC
Properties
Semester hours: 4.0
Credits: 6.0
Type: VO Lecture
Aim of course
Introduction to Mathematical Finance. Risk management of financial assets.
Subject of course
Brownian motion, Martingales, Ito's Calculus. Application to the theory of pricing and hedging derivative securities. The Black-Scholes formula for option pricing and related issues.
Lecturers
Teichmann, Josef
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Thu
14:00 - 15:30
02.03.2006 - 29.06.2006
FH Hörsaal 2
TEICHMANN
Wed
10:15 - 11:45
08.03.2006 - 30.06.2006
FH Hörsaal 2
TEICHMANN
Show single appointments
Financial mathematics - Single appointments
F
P
1
2
N
E
Day
Date
Time
Location
Description
Thu
02.03.2006
14:00 - 15:30
FH Hörsaal 2
TEICHMANN
Wed
08.03.2006
10:15 - 11:45
FH Hörsaal 2
TEICHMANN
Thu
09.03.2006
14:00 - 15:30
FH Hörsaal 2
TEICHMANN
Wed
15.03.2006
10:15 - 11:45
FH Hörsaal 2
TEICHMANN
Thu
16.03.2006
14:00 - 15:30
FH Hörsaal 2
TEICHMANN
Wed
22.03.2006
10:15 - 11:45
FH Hörsaal 2
TEICHMANN
Thu
23.03.2006
14:00 - 15:30
FH Hörsaal 2
TEICHMANN
Wed
29.03.2006
10:15 - 11:45
FH Hörsaal 2
TEICHMANN
Thu
30.03.2006
14:00 - 15:30
FH Hörsaal 2
TEICHMANN
Wed
05.04.2006
10:15 - 11:45
FH Hörsaal 2
TEICHMANN
Thu
06.04.2006
14:00 - 15:30
FH Hörsaal 2
TEICHMANN
Wed
12.04.2006
10:15 - 11:45
FH Hörsaal 2
TEICHMANN
Thu
13.04.2006
14:00 - 15:30
FH Hörsaal 2
TEICHMANN
Wed
19.04.2006
10:15 - 11:45
FH Hörsaal 2
TEICHMANN
Thu
20.04.2006
14:00 - 15:30
FH Hörsaal 2
TEICHMANN
Wed
26.04.2006
10:15 - 11:45
FH Hörsaal 2
TEICHMANN
Thu
27.04.2006
14:00 - 15:30
FH Hörsaal 2
TEICHMANN
Wed
03.05.2006
10:15 - 11:45
FH Hörsaal 2
TEICHMANN
Thu
04.05.2006
14:00 - 15:30
FH Hörsaal 2
TEICHMANN
Wed
10.05.2006
10:15 - 11:45
FH Hörsaal 2
TEICHMANN
F
P
1
2
N
E
Examination modalities
written and oral exam
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
No records found.
Literature
Lecture notes for this course are available. Lamberton, Lapeyre: Introduction to Stochastic calculus Applied to Finance. Baxter, Rennie: Financial calculus - An Introduction to Derivative Pricing. Björk: Arbitrage Theory in Continuous Time. Föllmer, Schied: Stochastic Finance - An Introduction in Discrete Time.
Accompanying courses
105.065 UE Financial mathematics
Language
German