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Advanced Course Program SS 2010 |
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Page 4 of 8
3. Probability theory and financial mathematics
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title: Stochastic financial mathematics II
lecturer: Ulrich Horst
type: lecture (4h)
title: Differential equations and stochastic analysis
lecturer: Michael Caruana
type: lecture (2h)
title: Malliavin Calculus
lecturer:
Anthony Reveillac
type: lecture (2h) time and place
title: Computational Finance
lecturer: Christian Bayer
type: lecture (2h)
title: Theory of general economic equilibrium in infinite dimensions
lecturer: Santiago Moreno-Bromberg
type: lecture (2h)
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