DE
Event
[WS132521331]
Lecturers
Organisation
- KIT-Fakultät für Wirtschaftswissenschaften
Part of
Literature
- 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, Birkhäuser,
- 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.
Appointments
- 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
Note
Für weitere Informationen: http://statistik.econ.kit.edu/