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401-8908-00L
3
Credits
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Mathematical Finance and Derivatives
Lecturers & Examiners:
Prof. Dr. Marc Chesney
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 |
|
2 h weekly |
Offered In
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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)
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