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401-8908-00L 3 Credits
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Mathematical Finance and Derivatives

Lecturers & Examiners: Prof. Dr. Marc Chesney
VVZ CR n/a

Last Updated: 2026-02-05 15:09:57

Abstract

American Options, Stochastic Volatility, Lévy Processes and OptionPricing, Exotic Options, Transaction Costs and Real Options.

General Information

Language
English
Frequency
Yearly recurring

Examination

Type
end-of-semester examination

Course Components

Type Title Time & Place Hours
lecture Mathematical Finance and Derivatives
  • Mon 14:00-15:45
2 h weekly

Offered In