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105.078
Introduction to stochastic processes and time series analysis
2011S
2010S
2009S
2008S
2007S
2006S
2006S, VO, 3.0h, 4.5EC
Properties
Semester hours: 3.0
Credits: 4.5
Type: VO Lecture
Aim of course
An introduction to stochastic processes and time series with a view towards the applications in finance and insurance.
Subject of course
Martingales in discrete time and elementary theorems; introcuction to processes in continuous time: Brownian motion; introduction to time series analysis: stationary processes (in discrete time), auto covariance function, ARMA processes, estimation and forecasting.
Lecturers
Schachermayer, Walter
Scherrer, Wolfgang
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Thu
13:00 - 14:30
02.03.2006 - 30.06.2006
FH Hörsaal 7 - GEO
SCHACHERMAYER
Tue
12:00 - 12:45
07.03.2006 - 30.06.2006
Sem.R. DA grün 06A
SCHACHERMAYER
Show single appointments
Introduction to stochastic processes and time series analysis - Single appointments
F
P
1
2
N
E
Day
Date
Time
Location
Description
Thu
02.03.2006
13:00 - 14:30
FH Hörsaal 7 - GEO
SCHACHERMAYER
Tue
07.03.2006
12:00 - 12:45
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
09.03.2006
13:00 - 14:30
FH Hörsaal 7 - GEO
SCHACHERMAYER
Tue
14.03.2006
12:00 - 12:45
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
16.03.2006
13:00 - 14:30
FH Hörsaal 7 - GEO
SCHACHERMAYER
Tue
21.03.2006
12:00 - 12:45
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
23.03.2006
13:00 - 14:30
FH Hörsaal 7 - GEO
SCHACHERMAYER
Tue
28.03.2006
12:00 - 12:45
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
30.03.2006
13:00 - 14:30
FH Hörsaal 7 - GEO
SCHACHERMAYER
Tue
04.04.2006
12:00 - 12:45
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
06.04.2006
13:00 - 14:30
FH Hörsaal 7 - GEO
SCHACHERMAYER
Tue
11.04.2006
12:00 - 12:45
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
13.04.2006
13:00 - 14:30
FH Hörsaal 7 - GEO
SCHACHERMAYER
Tue
18.04.2006
12:00 - 12:45
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
20.04.2006
13:00 - 14:30
FH Hörsaal 7 - GEO
SCHACHERMAYER
Tue
25.04.2006
12:00 - 12:45
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
27.04.2006
13:00 - 14:30
FH Hörsaal 7 - GEO
SCHACHERMAYER
Tue
02.05.2006
12:00 - 12:45
Sem.R. DA grün 06A
SCHACHERMAYER
Thu
04.05.2006
13:00 - 14:30
FH Hörsaal 7 - GEO
SCHACHERMAYER
Tue
09.05.2006
12:00 - 12:45
Sem.R. DA grün 06A
SCHACHERMAYER
F
P
1
2
N
E
Course registration
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Curricula
Study Code
Obligation
Semester
Precon.
Info
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Literature
No lecture notes are available.
Accompanying courses
105.079 UE Introduction to stochastic processes and time series analysis
Miscellaneous
Course homepage
Language
German
