DE
Event
Stochastic Calculus and Finance [WS182521331]
Type
lecture (V)Term
WS 18/19SWS
2Language
EnglischAppointments
10Lecturers
Organisation
- KIT-Fakultät für Wirtschaftswissenschaften
Part of
Literature
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).
Appointments
- 24.10.2018 09:15 - 17:00
- 25.10.2018 09:15 - 17:00
- 14.11.2018 09:15 - 17:00
- 15.11.2018 09:15 - 17:00
- 28.11.2018 09:15 - 17:00
- 29.11.2018 09:15 - 17:00
- 12.12.2018 13:00 - 17:00
- 23.01.2019 09:15 - 17:00
- 13.02.2019 09:15 - 17:00
- 14.02.2019 09:15 - 17:00