311507 Continuous-Time Finance (Mathematical Methods for Continuous-Time Finance) (V) (SoSe 2009)
Contents, comment
-
This lecture course is offered as a mathematical complement to courses no. 311504 Dynamic Financial Markets and no. 311506 Continuous-Time Finance. We will provide technical details to mathematical concepts, in particular from stochastic calculus, which can only be introduced heuristically in the other two courses.
Bibliography
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D. Duffie [2001]: Dynamic asset pricing theory, 3rd ed.,
Princeton (NJ): Princeton University Press.
B. Øksendal [2007]: Stochastic differential equations. An
introduction with applications, 6th ed., Berlin: Springer.
J.M. Steele [2001]: Stochastic calculus and financial applications, New York: Springer.
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Di | 14-16 | V10-122 | 14.04.-24.07.2009
not on: 4/14/09 |
Subject assignments
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Betriebswirtschaftslehre / Diplom | (Enrollment until SoSe 2005) | B3a; B5; WP09; WP15 | 4 | HS | |||
| Economic Behavior and Interaction Models / Promotion | |||||||
| Economics and Management (BiGSEM) / Promotion | |||||||
| Mathematik / Diplom | (Enrollment until SoSe 2008) | 5. 6. 7. 8. | HS | ||||
| Mathematik / Master | (Enrollment until SoSe 2011) | 3 | |||||
| QEM - Models and Methods of Quantitative Economics / Master | 4 | ||||||
| Studieren ab 50 | |||||||
| Volkswirtschaftslehre / Diplom | (Enrollment until SoSe 2005) | V5; WP09; WP15 | 4 | HS | |||
| Wirtschaftsmathematik / Diplom | (Enrollment until SoSe 2005) | 4 | HS | ||||
| Wirtschaftsmathematik / Master | (Enrollment until SoSe 2011) | 4 | |||||
| Wirtschaftswissenschaften / Master | (Enrollment until SoSe 2012) | Modul 5 | 4 | Themengebiet 5g |
No more requirements
No eLearning offering available
- Address:
- SS2009_311507@ekvv.uni-bielefeld.de
- This address can be used by teaching staff, their secretary's offices as well as the individuals in charge of course data maintenance to send emails to the course participants. IMPORTANT: All sent emails must be activated. Wait for the activation email and follow the instructions given there.
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- Notes:
- Additional notes on the electronic mailing lists
- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Thursday, April 9, 2009
- Last update rooms:
- Thursday, April 9, 2009
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 2
- Department
- Faculty of Business Administration and Economics
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- ECTS points
- 4
- (Also refer to the credit information in connection with the subject assignments)
- ID
- 12056165
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