Seminar Summer Term 2017
Stochastic Simulation with Applications in Finance
|Instructor:||Robert Stelzer, Dirk Brandes|
|Type:||Master (all mathematical programs including Finance), attendance possible also for Bachelor students|
To register for the seminar, please write an email to Dirk Brandes until 28th February 2017.
Please give your name, matriculation number, and your courses of studies and subjects you have taken in the area of Financial Mathematics, Probability Theory or Stochastic Processes.
The number of participants is limited to 15 students.
|Time and Venue:|
Monday, 16:00 - 18:00, He18 - 220.
First Talk: Monday, 24th of April 2017.
Friday, 3rd March 2017, 15:00 - 16:00, He22 - 1.42.
Master students: Measure Theory, Elementary Probability and Statistics, Stochastik I
Master in Finance: additionally Financial Mathematics I and auxiliary Financial Mathematics II
|The seminar can cover the following topics:|
|The seminar is based on|