Dato | Undervises av | Sted | Tema | Kommentarer / ressurser |
22.08.2007 | Giulia diNunno | Auditorium 2 Vilhelm Bjerknes hus | Welcome to "Introduction to MathFin". Single period securities market models. |
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28.08.2007 | GdN | Auditorium 4 Vilhelm Bjerknes hus | Single period market models, trading strategies, the "law of one price", arbitrage opportunities. | Topic: [P] Sections 1.1, 1.2 (particularly pp. 9-10) |
29.08.2007 | GdN | Auditorium 2 Vilhelm Bjerknes hus | Arbitrage opportunities, "fair markets", risk-neutral probability measures, the "fundamental theorem of asset pricing" |
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04.09.2007 | GdN | Auditorium 4 Vilhelm Bjerknes hus | Exercise session | |
05.09.2007 | GdN | Auditorium 2 Vilhelm Bjerknes hus | Contingent claims and their "fair" price |
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11.09.2007 | GdN | Auditorium 4 Vilhelm Bjerknes hus | Complete and incomplete markets |
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12.09.2007 | GdN | Auditorium 2 Vilhelm Bjerknes hus | Optimal porfolios and viability |
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25.09.2007 | GdN | Auditorium 4 Vilhelm Bjerknes hus | Exercise session | |
26.09.2007 | GdN | Auditorium 2 Vilhelm Bjerknes hus | Optimal portfolios and risk-neutral computational approach |
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02.10.2007 | GdN | Auditorium 4 Vilhelm Bjerknes hus | Optimal portfolios and optimal consumption-investment problems |
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03.10.2007 | GdN | Auditorium 2 Vilhelm Bjerknes hus | Multiperiod market models |
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16.10.2007 | GdN | Auditorium 4 Vilhelm Bjerknes hus | Conditional expecations, martingales and risk-neutral probability measures in a multiperiod market model |
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17.10.2007 | GdN | Auditorium 2 Vilhelm Bjerknes hus | Contingent claims and replicating strategies |
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23.10.2007 | GdN | Auditorium 4 Vilhelm Bjerknes hus | Marketable contingent claim, price processes and trading strategies |
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24.10.2007 | GdN | Auditorium 2 Vilhelm Bjerknes hus | Complete and incomplete markets. The Binomial model |
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30.10.2007 | GdN | Auditorium 4 Vilhelm Bjerknes hus | Portfolio optimization |
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31.10.2007 | GdN | Auditorium 2 Vilhelm Bjerknes hus | Portfolio Optimization |
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06.11.2007 | Yeliz Yolcu Okur | Auditorium 4 Vilhelm Bjerknes hus | Exercise session: correction of suggested exercises (focus on Chapter 4) | |
07.11.2007 | Andrea Barth | Auditorium 2 Vilhelm Bjerknes hus | Exercise session: Exercises from past exam papers (December 2004 and December 2006) | |
13.11.2007 | GdN | Auditorium 4 Vilhelm Bjerknes hus | Last few things to conclude: revision of the Binomial model with extra comments, utility optimization in Binomial model. | |
14.11.2007 | GdN | Auditorium 2 Vilhelm Bjerknes hus | Exercises session.Last class! |
December 11th. Open hours! You can find me in my office from 10:00 - 12:00 available for last minute questions.
December 13th. Exam. Please check the web-pages related.