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401-4911-00L 5 Credits

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Mathematical Finance: Discrete and Continuous Time Models

Lecturers & Examiners: Prof. Dr. Philipp Schönbucher

VVZ CR n/a

Last Updated: 2026-02-05 14:55:06

General Information

Language: English
Frequency: Yearly recurring

Examination

Type: session examination
Mode: oral 30 minutes

Course Components

Type	Title	Time & Place	Hours
lecture	Mathematical Finance: Discrete and Continuous Time Models	Mon 15:15-17:00 (HG D 3.2)	2 h weekly

Offered In

Mathematik, Physik, Rechnergestützte Wissenschaften
- Fachstudium Mathematik: Wahlfächer
  - Versicherungs- und Finanzmathematik
Nachdiplomstudien
- D-MATH
  - Nachdiplomstudium "Master of Advanced Studies in Finance" (For information and admission see . Abkürzungen / Abbreviations: O obligatorisches Fach / obligatory course; W Wahlpflichtfach / elective course; E empfohlenes Fach / recommended or optional course)