Financial Mathematics
WS 2018/19
Allgemeines
| Vorlesung: |
Mon. 4 p.m. to 6 p.m. in M6 Wed. 2 p.m. to 4 p.m. in M6 |
| Dozent: | Jun.-Prof. Dr. Chiranjib Mukherjee |
| Assistenz: | Yannic Bröker |
| KommVV: | |
| Inhalt: | Valuation of derivatives in time discrete financial markets, arbitrage theory. |
| Literatur: |
de Gruyter, 2.Auflage, 2004. |
| Learnweb: |
Please join the Learnweb course "Financial Mathematics" and find the announcements there. |
| Leistungsnachweis: | The licence for the exam can be achieved by 50% of the achievable number of points in the exercises. The grade of this exam will be the grade of the module. |
| Tutorials: |
Mon. 12 a.m. to 2 p.m. in SR1A, Postbox 132 Tue. 12 a.m. to 2 p.m. in SR1A, Postbox 133 |
| Exam: |
1. Exam: Wednesday 02/06/2019, 8 to 11 a.m. in M3 2. Exam: Monday 03/25/2019, 8:30 to 11:30 a.m. in M4 |
| Exercise Sheets |