Mathematical Finance
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Dylan Possamaï
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Autumn Semester
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Location: None
VVZ-ID: 401-4889-00L
Lecture homepage
Advanced course on mathematical finance:
- semimartingales and general stochastic integration
- absence of arbitrage and martingale measures
- fundamental theorem of asset pricing
- option pricing and hedging
- hedging duality
- optimal investment problems
- additional topics