311504 Continuous Time Finance (Advanced Topics in Finance) (V) (SoSe 2010)
Contents, comment
-
We treat a number of current topics in financial research: incomplete markets, dynamic risk measures, model uncertainty, credit, and liquidity risk.
Requirements for participation, required level
-
Knowledge of stochastic calculus (Ito's lemma, Girsanov etc.) is required. The lectures Finance Ia and Ib are useful, but not necessary.
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Mi | 16-18 | D2-136 | 14.04.-23.07.2010
not on: 5/19/10 |
|
| weekly | Mi | 18-20 | V2-200 | 26.05.-16.06.2010 |
Subject assignments
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Economic Behavior and Interaction Models / Promotion | |||||||
| QEM - Models and Methods of Quantitative Economics / Master | 4 | ||||||
| Wirtschaftsmathematik / Diplom | (Enrollment until SoSe 2005) | 4 | HS | ||||
| Wirtschaftsmathematik / Master | (Enrollment until SoSe 2011) | MW09eS | 4 | ||||
| Wirtschaftswissenschaften / Master | (Enrollment until SoSe 2012) | Modul 5 | 4 | Themengebiet 5g |
No more requirements
No eLearning offering available
- Address:
- SS2010_311504@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.
- If the reference number is used for several courses in the course of the semester, use the following alternative address to reach the participants of exactly this: VST_16802573@ekvv.uni-bielefeld.de
- Notes:
- Additional notes on the electronic mailing lists
- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Monday, May 17, 2010
- Last update rooms:
- Monday, May 17, 2010
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 2
- Department
- Faculty of Business Administration and Economics
- Questions or corrections?
- Questions or correction requests for this course?
- Planning support
- Clashing dates for this course
- Links to this course
- If you want to set links to this course page, please use one of the following links. Do not use the link shown in your browser!
- The following link includes the course ID and is always unique:
- https://ekvv.uni-bielefeld.de/kvv_publ/publ/vd?id=16802573
- Send page to mobile
-
Click to open QR code
Scan QR code:
- ECTS points
- 4
- (Also refer to the credit information in connection with the subject assignments)
- ID
- 16802573
Top of page