|
Lecturers |
Prof. J. Teichmann |
Lecture |
Monday
Tuesday |
14-16 08-09 |
HG D 1.1 HG E 1.1 |
Coordinator |
Thomas Cayé |
Exercises |
Friday |
08-10 |
HG D 1.1 HG D 7.1 |
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. To illustrate the theory, practical examples and exercises using the statistics software R will be given.
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