105.078 Introduction to stochastic processes and time series analysis

2007S, 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

Institute

Course dates

DayTimeDateLocationDescription
Tue11:00 - 11:4513.03.2007 - 26.06.2007Hörsaal 6 - RPL HUBALEK
Thu11:15 - 12:0015.03.2007 - 28.06.2007EI 10 Fritz Paschke HS - UIW HUBALEK
Thu13:00 - 13:4515.03.2007 - 28.06.2007FH Hörsaal 4 HUBALEK
Thu13:00 - 13:4510.05.2007EI 10 Fritz Paschke HS - UIW HUBALEK
Introduction to stochastic processes and time series analysis - Single appointments
DayDateTimeLocationDescription
Tue13.03.200711:00 - 11:45Hörsaal 6 - RPL HUBALEK
Thu15.03.200711:15 - 12:00EI 10 Fritz Paschke HS - UIW HUBALEK
Thu15.03.200713:00 - 13:45FH Hörsaal 4 HUBALEK
Tue20.03.200711:00 - 11:45Hörsaal 6 - RPL HUBALEK
Thu22.03.200711:15 - 12:00EI 10 Fritz Paschke HS - UIW HUBALEK
Thu22.03.200713:00 - 13:45FH Hörsaal 4 HUBALEK
Tue27.03.200711:00 - 11:45Hörsaal 6 - RPL HUBALEK
Thu29.03.200711:15 - 12:00EI 10 Fritz Paschke HS - UIW HUBALEK
Thu29.03.200713:00 - 13:45FH Hörsaal 4 HUBALEK
Tue03.04.200711:00 - 11:45Hörsaal 6 - RPL HUBALEK
Thu05.04.200711:15 - 12:00EI 10 Fritz Paschke HS - UIW HUBALEK
Thu05.04.200713:00 - 13:45FH Hörsaal 4 HUBALEK
Tue10.04.200711:00 - 11:45Hörsaal 6 - RPL HUBALEK
Thu12.04.200711:15 - 12:00EI 10 Fritz Paschke HS - UIW HUBALEK
Thu12.04.200713:00 - 13:45FH Hörsaal 4 HUBALEK
Tue17.04.200711:00 - 11:45Hörsaal 6 - RPL HUBALEK
Thu19.04.200711:15 - 12:00EI 10 Fritz Paschke HS - UIW HUBALEK
Thu19.04.200713:00 - 13:45FH Hörsaal 4 HUBALEK
Tue24.04.200711:00 - 11:45Hörsaal 6 - RPL HUBALEK
Thu26.04.200711:15 - 12:00EI 10 Fritz Paschke HS - UIW HUBALEK

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

No lecture notes are available.

Accompanying courses

Miscellaneous

Language

German