311501 Mathematics of Financial Markets (Finance 1b) (V) (WiSe 2013/2014)
Contents, comment
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See the course description for Finance 1a (course no. 311500).
Requirements for participation, required level
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Finance 1a
Bibliography
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J.C. Hull: Options, futures, and other derivatives. Prentice-Hall, Upper Saddle River, NJ, 6 edition, 2006.
H. Föllmer, A. Schied, Stochastic finance. Springer, Berlin, 2004.
S.F. LeRoy, J. Werner: Principles of financial economics. Cambridge University Press, Cambridge, UK, 2001.
F.S. Herzberg: Lecture notes on Finance 1. Center for Mathematical Economics, Bielefeld University, Bielefeld, 2013.
F.S. Herzberg: Stochastic calculus with infinitesimals. Lecture Notes in Mathematics, vol. 2067. Springer, Heidelberg, 2013.
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period |
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Examinations
| Date | Time | Format / Room | Comment about examination |
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Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 31-M-El1 Elective Courses 1 | Gewählte Veranstaltungen aus dem Bereich "Spezialkenntnisse in ökonomischer Theorie und/oder quantitativen Methoden" 4 LP | Student information | |
| 31-M-El2 Elective Courses 2 | Gewählte Veranstaltungen aus dem Bereich quantitativen Methoden 4 LP | Student information | |
| 31-M-El3 Elective Courses 3 | Gewählte Veranstaltungen aus dem Bereich ökonomischer Theorie 4 LP | Student information | |
| 31-M-Fin1 Finance 1 | Finance 1 | Student information | |
| 31-MM5 Finanzmarkttheorie | Mathematics of Financial Markets | Student information | |
| 31-MM5-WiMa Finanzmarkttheorie | Mathematics of Financial Markets | Student information |
The binding module descriptions contain further information, including specifications on the "types of assignments" students need to complete. In cases where a module description mentions more than one kind of assignment, the respective member of the teaching staff will decide which task(s) they assign the students.
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Bielefeld Graduate School in Theoretical Sciences / Promotion | |||||||
| Economic Behavior and Interaction Models / Promotion | |||||||
| Economics and Management (BiGSEM) / Promotion | |||||||
| QEM - Models and Methods of Quantitative Economics / Master | 4 | ||||||
| Wirtschaftsmathematik / Master | (Enrollment until SoSe 2011) | MW09eS | 4 | ||||
| Wirtschaftswissenschaften / Master | (Enrollment until SoSe 2012) | Modul 5 | 4 | Themengebiet 5b |
- Registered number: 42
- This is the number of students having stored the course in their timetable. In brackets, you see the number of users registered via guest accounts.
- Address:
- WS2013_311501@ekvv.uni-bielefeld.de
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- Coverage:
- 1 Students to be reached directly via email
- Notes:
- Additional notes on the electronic mailing lists
- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Monday, October 28, 2013
- Last update rooms:
- Monday, October 28, 2013
- Type(s) / SWS (hours per week per semester)
- V / 2
- Language
- This lecture is taught in english
- Department
- Faculty of Business Administration and Economics
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