Financial Mathematics

WS 2018/19



Exam The postponed exam will take place on June 24th, 10-13 in M2.

Tue. 10 a.m. to 12 a.m. in M4

Fri. 10 a.m. to 12 a.m. in M4

Dozent:  Prof. Dr. Steffen Dereich
Assistenz:  Sebastian Kassing

This lecture in the course overview

These tutorials in the course overview

Inhalt: Valuation of derivatives in time discrete financial markets, arbitrage theory.

H. Föllmer, A. Schied: Stochastic Finance: An Introduction in Discrete Time.

de Gruyter, 2.Auflage, 2004.

Learnweb: The corresponding learnweb course is here to be found. The key to get in is: FiMa1920

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.

Mon. 12 a.m. to 2 p.m. in SRZ 205

Tue. 12 a.m. to 2 p.m. in SRZ 205