DM3L - Details

FIM102

Mathematical Finance I

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Vorlesungen

Zeitraum:
10:15 - 12:00

Raum:
Y27H12 Plätze: 50

08:00 - 09:45

Y27H25
Plätze: 50

Exercises Introduction to Mathematical Finance

This lecture offers a video stream

Some content is protected. Please go to: MY > Lecture > FIM102 / Mathematical Finance I

Syllabus

Mock Exam 2 (self-test)

Mock Exam 2 (self-test, solutions)

Lecture Notes (complete)

Appendix A. Review of Basic Probability (prerequisites)

Appendix B. Discrete-Time Martingales (lectures 4-6)

Appendix C. Snell Envelopes and Optimal Stopping Problems (lectures 8-9)

Appendix D. Separating Hyperplane Theorem

Für weitere Informationen kontaktieren Sie bitte: Prof. Dr. Delia Marina Coculescu

Modul: 13.06.2025 9:00-12:00, Raum: Y15G19 Plätze: 175, Typ: schriftlich
Repetition: 03.09.2025 9:00-12:00, Raum: Y27H28 Plätze: 50, Typ: schriftlich