310201 Einführung in die Finanzmathematik (V) (SoSe 2022)
Contents, comment
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Die Vorlesung gibt eine Einführung in die moderne, arbitragebasierte Theorie der Finanzmärkte. Wir diskutieren die wesentlichen Resultate zunächst allgemein im Ein-Perioden-Fall und studieren anschließend im Detail das so genannte Binomialmodell.
Bibliography
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Die Vorlesung orientiert sich eng an den Kapiteln 1-5 des folgenden Lehrbuchs:
Albrecht Irle, Finanzmathematik, 3. Auflage.Weiterführende Literatur wird in der Vorlesung angegeben,
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Mo | 16-18 | U2-228 | 04.04.-15.07.2022
not on: 4/18/22 / 6/6/22 |
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 31-M27 Profile Module Mathematical Finance Profilmodul Finanzmathematik | Einführung in die Finanzmathematik | Student information |
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