Introductory course to financial mathematics. Subjects: Arbitrage theory for discrete-time financial markets, martingale theory of the pricing of derivative instruments (1st and 2nd FTAP), Ito calculus for Brownian motion and the Black-Scholes model, elements of stochastic control for American option pricing or portfolio selection. Teacher: Professor Dr. Peter Bank, Assistant: E. Emanuel Rapsch
- Trainer/in: Peter Bank
- Trainer/in: Ernst Emanuel Rapsch