318001 Finance 2 (Financial Markets in Continuous Time) (V) (SoSe 2014)
Contents, comment
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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
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Finance 1 a/b
Measure Theory
Probability Theory
(Stochastic Analysis)
Bibliography
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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 | |
|---|---|---|---|---|---|
| weekly | Di | 14-16 | V2-213 | 07.04.-18.07.2014
not on: 4/8/14 |
|
| weekly | Fr | 14-16 | R2-149 | 07.04.-18.07.2014
not on: 4/11/14 / 4/18/14 |
|
| weekly | Do | 18:00-20:00 | V2-213 | 03.-17.07.2014 |
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 2 LP | Student information | |
| 31-M-El3 Elective Courses 3 | Gewählte Veranstaltungen aus dem Bereich ökonomischer Theorie 2 LP | Student information | |
| 31-M-Fin2 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 |
- Registered number: 43
- 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:
- 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.
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- Coverage:
- No students to be reached via email
- 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
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- https://ekvv.uni-bielefeld.de/kvv_publ/publ/vd?id=45067367
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