311501 Mathematics of Financial Markets (Finance 1b) (V) (WiSe 2014/2015)

Contents, comment

See the course description for Finance 1a (course no. 311500).

Requirements for participation, required level

Finance 1a

Bibliography

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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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 4 LP Student information
31-M-El3 Elective Courses 3 Elective Courses 3 Chosen course from the group economic theory 4 LP Student information
31-M-Fin1 Finance 1 Finance 1 Finance 1 Student information
31-MM5 Theory of Financial Markets Finanzmarkttheorie Mathematics of Financial Markets Student information
31-MM5-WiMa Theory of Financial Markets 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    
Wirtschaftswissenschaften / Master (Enrollment until SoSe 2012) Modul 5   4 Themengebiet 5b  
No more requirements
No eLearning offering available
Address:
WS2014_311501@ekvv.uni-bielefeld.de
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Notes:
Additional notes on the electronic mailing lists
Last update basic details/teaching staff:
Friday, December 11, 2015 
Last update times:
Saturday, May 24, 2014 
Last update rooms:
Saturday, May 24, 2014 
Type(s) / SWS (hours per week per semester)
lecture (V) / 2
Department
Faculty of Business Administration and Economics
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48802026