EN

Veranstaltung

Stochastic Calculus and Finance [WS132521331]

Typ
Vorlesung (V)
Semester
WS 13/14
SWS
4
Sprache
Englisch
Termine
8
Links
ILIAS

Dozent/en

Einrichtung

  • KIT-Fakultät für Wirtschaftswissenschaften

Bestandteil von

Literatur

  1. Dynamic Asset Pricing Theory, Third Edition by Darrell Duffie, Princeton University Press, 1996
  2. Stochastic Calculus for Finance II: Continuous-Time Models by Steven E. Shreve, Springer, 2003
  3. An Introduction to Stochastic Integration (Probability and its Applications) by Kai L. Chung , Ruth J. Williams, Birkhäuser,
  4. Methods of Mathematical Finance by Ioannis Karatzas, Steven E. Shreve, Springer, 1998
  5. 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.

Veranstaltungstermine

  • 14.11.2013 09:45 - 13:00
  • 14.11.2013 14:00 - 19:00
  • 28.11.2013 14:00 - 19:00
  • 13.12.2013 09:45 - 13:00
  • 13.12.2013 14:00 - 19:00
  • 14.12.2013 09:45 - 19:00
  • 30.01.2014 09:45 - 19:00
  • 31.01.2014 09:45 - 19:00

Anmerkung

 

Für weitere Informationen: http://statistik.econ.kit.edu/