Veranstaltung

Wird in der Vorlesung bekannt gegeben.

Weiterführende Literatur:

• Dynamic Asset Pricing Theory, Third Edition. by Darrell Duffie, Princeton University Press, 1996
• Stochastic Calculus for Finance II: Continuous-Time Models, by Steven E. Shreve , Springer, 2003
• An Introduction to Stochastic Integration (Probability and its Applications) by Kai L. Chung , Ruth J. Williams , Birkhaueser,
• Methods of Mathematical Finance by Ioannis Karatzas , Steven E. Shreve , Springer 1998
• Kim Y.S. ,Rachev S.T. ,Bianchi M-L, Fabozzi F. Financial market models with Levy processes and time-varying volatility, Journal of Banking and Finance, 32/7,1363-1378, 2008.
• Hull, J., Options, Futures, & Other Derivatives, Prentice Hall, Sixth Edition, (2005).