# 105.089 Stochastic analysis in financial and actuarial mathematics 1 This course is in all assigned curricula part of the STEOP.\$(function(){PrimeFaces.cw("Tooltip","widget_j_id_21",{id:"j_id_21",showEffect:"fade",hideEffect:"fade",target:"isAllSteop"});});This course is in at least 1 assigned curriculum part of the STEOP.\$(function(){PrimeFaces.cw("Tooltip","widget_j_id_23",{id:"j_id_23",showEffect:"fade",hideEffect:"fade",target:"isAnySteop"});}); 2024W 2023W 2022W 2021W 2020W 2019W 2018W 2017W 2016W 2015W 2014W 2013W 2012W 2011W 2010W 2009W 2008W 2007W 2006W

2022W, UE, 1.0h, 2.0EC

## Properties

• Semester hours: 1.0
• Credits: 2.0
• Type: UE Exercise
• Format: Presence

## Learning outcomes

After successful completion of the course, students are able to reproduce and explain the basic parts of the theory, to provide simple proofs of related results, and to apply the theory presented in the lecture to practical examples.

## Subject of course

Traditional exercises accompanying the lecture. Exercises illustrate and extend the material of the course.

## Teaching methods

In the exercises we will discuss examples that explain, enhance, deepen and expand the lecture.

Immanent

## Examination modalities

In this course, students implement explanatory, illustrative and in-depth examples partly under guidance and partly independently and present them; the preparation of the examples forms the basis of the assessment (possibly together with tests).

## Exams

DayTimeDateRoomMode of examinationApplication timeApplication modeExam
Wed - 22.01.2025writtenno application-Benotung zu Semesterende (2023W)

## Group dates

GroupDayTimeDateLocationDescription
Gruppe AMon16:00 - 17:0010.10.2022 - 23.01.2023Sem.R. DB gelb 07 105.089 Stochastic analysis in financial and actuarial mathematics 1 Gruppe A
Gruppe BMon13:00 - 14:0010.10.2022 - 23.01.2023Sem.R. DB gelb 07 105.089 Stochastic analysis in financial and actuarial mathematics 1 Gruppe B

## Course registration

Use Group Registration to register.

## Group Registration

GroupRegistration FromTo
Gruppe A02.09.2022 00:0010.10.2022 12:00
Gruppe B02.09.2022 00:0010.10.2022 12:00

## Literature

No lecture notes are available.

## Language

if required in English