105.092 Stochastic analysis in financial and actuarial mathematics 2
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2024S, UE, 1.0h, 2.0EC

Course evaluation


  • 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 accompagning the lecture. Exercises illustrate and extend the material of the course.

Teaching methods

In the exercises, examples that explain, enhance, deepen and expand the lecture are treated.

Mode of examination




Course dates

Wed12:00 - 14:0020.03.2024 - 12.06.2024Sem.R. DA grün 06B .
Stochastic analysis in financial and actuarial mathematics 2 - Single appointments
Wed20.03.202412:00 - 14:00Sem.R. DA grün 06B .
Wed10.04.202412:00 - 14:00Sem.R. DA grün 06B .
Wed24.04.202412:00 - 14:00Sem.R. DA grün 06B .
Wed15.05.202412:00 - 14:00Sem.R. DA grün 06B .
Wed29.05.202412:00 - 14:00Sem.R. DA grün 06B .
Wed12.06.202412:00 - 14:00Sem.R. DA grün 06B .

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).

Course registration

Begin End Deregistration end
06.01.2024 00:00 10.03.2024 23:59 31.03.2024 23:59



No lecture notes are available.

Accompanying courses