Lecture Summer Term 2017
|Class Teacher:||Dirk Brandes|
MSc. Finance: Elective course in Financial Mathematics or Stochastic
MSc. Mathematics/WiMa: Elective course in Financial Mathematics
2+1 SWS, 4 CP
On Monday, 3rd of July, the lecture is cancelled.
On Monday, 24th of April, is given an additionally lecture from 14 to 16 pm in He18 - 2.20.
|Time and Venue:||Schedule of the course:|
oral (no prerequisites)
Measure Theoretic Probability and some basic knowledge about stochastic processes (Brownian Motion, Poisson Process).
This course covers the basic and advanced theory of Lévy Processes including:
| A list of reference books would cover the following works: |