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Exercises to Mathematical Finance
Check in the VVZ for a current information.
| Assistants |
Blanka Horvath |
Exercises |
Wednesday
Thursday |
15:15-17:00
08:15-10:00 |
HG E 1.1 HG E 21 |
Organisation of the exercise classes
- There will be exercise classes every other week on Wednesdays and Thursdays taught alternately by two assistants. Please consult the timetable below for details.
- Exercises can be handed in as pdf files by email or in the exerrcise classes.
- No sample solutions will be available, solutions will be presented in the exercise classes.
Exercise Sheets
we thank Martin Herdegen for providing solutions to the exercise sheets.
|
Exercise sheets (pdf) |
Complementary Material to the Lecture |
|
Sheet 0 |
Proofs of the Doob-Meyer and Bichteler-Dellacherie Theorems |
|
Sheet 1 |
Solution 1 |
|
Sheet 2 |
Solution 2 |
|
Sheet 3 |
Solution 3 |
|
Sheet 4 |
Solution 4 |
| Sheet 5 |
Solution 5 |
| Sheet 6 |
Solution 6 |
Timetable of exercise classes
| Week |
Topic Wednesday |
Topic Thursday |
|
38 |
18/09: --- |
19/09: Optional Sampling Theorem |
| 39 |
25/09: --- |
26/09: pre-discussion sheet 0 |
|
41 |
09/10: discussion sheet 0 |
10/10: pre-discussion sheet 1 |
|
43 |
23/10: discussion sheet 1 |
24/10: pre-discussion sheet 2 |
|
45 |
06/11: discussion sheet 2 |
07/11: pre-discussion sheet 3 |
|
47 |
20/11: discussion sheet 3 |
21/11: pre-discussion sheet 4 |
|
49 |
04/12: discussion sheet 4 |
05/12: pre-discussion sheet 5 |
| 51 |
18/12: discussion sheet 5 |
19/12: (pre-) discussion sheet 6 |
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