Stochastic Analysis

General Information

This course covers stochastic integration theory and a bit on stochastic differential equations. The course takes place in the first half of the semester, so it starts in the week of April 19 and ends between June 4 and June 11. The knowledge you obtain in this course is necessary for the understanding of the course "Financial Mathematics 2", which will take place in the second half of the semester.


Alexander Lindner

Class teacher
Merve Kutlu

Time and Venue

Teaching will take place online using the university's moodle system. Further information is available on the moodle system.