318001 Finance 2 (Financial Markets in Continuous Time) (V) (SoSe 2014)
Contents, comment
-
The main objective of this lecture course is a deep understanding of the fundamental theorems of asset pricing in continuous time. In addition, we shall briefly survey stochastic optimal control theory and its most important financial applications, as well as equilibrium theory for continuous-time financial markets. Selected related topics and applications will complement this core material.
Requirements for participation, required level
-
Finance 1 a/b
Measure Theory
Probability Theory
(Stochastic Analysis)
Bibliography
-
D. Duffie: Dynamic asset pricing theory. 3rd ed. Princeton University Press, Princeton, NJ, 2001
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period |
|---|
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 31-M-El1 Elective Courses 1 Elective Courses 1 | Chosen course from the group "Specialisation and deepening of the knowledge on economic theory and/or quantitative methods" 4 LP | Student information | |
| 31-M-El2 Elective Courses 2 Elective Courses 2 | Chosen course from the group quantitative methods 2 LP | Student information | |
| 31-M-El3 Elective Courses 3 Elective Courses 3 | Chosen course from the group economic theory 2 LP | Student information | |
| 31-M-Fin2 Finance 2 Finance 2 | Finance 2 | Graded examination
|
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 | 6 | ||||||
| Economics and Management (BiGSEM) / Promotion | |||||||
| Wirtschaftsmathematik / Master | (Enrollment until SoSe 2011) | 6 |
- Address:
- SS2014_318001@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_45067367@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:
- Thursday, June 26, 2014
- Last update rooms:
- Thursday, June 26, 2014
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 4
- Language
- This lecture is taught in english
- 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=45067367
- Send page to mobile
-
Click to open QR code
Scan QR code:
- ID
- 45067367