Department of Mathematics

Mathematical Foundations for Finance

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Lecturers Prof. E.W. Farkas Lecture Monday




HG E 3

HG E 1.1

Coordinator Danijel Zivoi
Exercises Friday
08-10 HG D 7.1

HG E 3

Course description

This course gives a first introduction to the main ideas and tools from mathematical finance. It aims at a double audience: mathematicians who want to learn the modelling ideas and concepts for finance, and non-mathematicians who need an introduction to the main tools from stochastics used in mathematical finance. The main emphasis will be on ideas, but important results will be given with (sometimes partial) proofs.



Lecture notes

Exercise classes

Question times ("Präsenz")

Examination details



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© 2016 Mathematics Department | Imprint | Disclaimer | 27 September 2013