Found 6 relevant results in 1.32s where lecturer="Beatrice Acciaio"
We study recent developments of stochastic transport with applications to mathematical finance. In particular, we will cover weak transport, martingale transport, causal and adapted transport.
We study recent developments of stochastic transport with applications to mathematical finance. In particular, we will cover weak transport, martingale transport, causal and adapted transport.
Introductory course on mathematics for investment, hedging, portfolio management, asset pricing and financial derivatives in discrete-time financial markets. Topics: arbitrage, completeness, risk-neutral pricing, utility maximisation, and maybe others. Fundamental theorem of asset pricing, hedging duality theorems in discrete time, convex duality in utility maximisation.
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
First introduction to main modelling ideas and mathematical tools from mathematical finance
Probability Theory and Statistics
Wahrscheinlichkeitstheorie und Statistik
Introduction to probability and statistics