Seminar: Lévy processes in Finance

 

Lecturer:
Robert Stelzer, Annemarie Bitter, Johanna Vestweber
Type:Bachelor and Master
Registration:
To register for the seminar, please write an E-Mail to Johanna Vestweber  until  24th July 2015. In the e-mail please give your name,  immatriculation number, your course of studies and subjects you have taken in the area of Financial Mathematics, Probability or Stochastic Processes. The number of participants is limited to 15 students.
News:

 

   
First meeting
(assignment of topics):
28th July 2015, 16.00-17.00, Heho 18, E20. 
Prerequisites:
  • Bachelor students
    • Measure Theory 
    • Elementary Probability and Statistics
    • Stochastik I
  • Master students (additional)
    • Financial Mathematics I
    • helpful
      • Financial Mathematics II
      • Stochastic II (Stochastic Processes)
Time and Venue: Blockseminar in November 2015. The exact dates will be notified at the first meeting. 

Literature:

 

 

 

 

Talks: