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401-8921-01L 4.5 Credits BSC , MSC , NDS D-MATH
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Introduction to Mathematical Finance

Lecturers & Examiners: Prof. Dr. Erich Walter Farkas, Prof. Dr. Marc Chesney
VVZ CR n/a

Last Updated: 2026-02-05 15:14:00

Abstract

The course aims at providing an introduction to discrete and continuous time finance. Option pricing theory will be presented in different model settings. Moreover, the basic concepts like absence of arbitrage, market completeness and optimal stopping will be discussed. It is recommended to follow the parallel course about mathematical foundations of finance.

General Information

Language
English
Levels
BSC , MSC , NDS
Frequency
Yearly recurring

Examination

Type
end-of-semester examination
Exam repetition not possible.

Course Components

Type Title Time & Place Hours
lecture Introduction to Mathematical Finance
1. Semesterhälfte Fr 14-16 2. Semesterhälfte Di 10-12 Semesterbeginn Uni Zürich am 17.09.2007
  • Tue 10:15-12:00
  • Tue None-None
  • Tue 14:00-15:45
  • Tue None-None
  • Tue 14:00-15:45
  • Tue None-None
2 h weekly
exercise Introduction to Mathematical Finance
  • Tue 12:15-13:00
  • Tue None-None
1 h weekly

Offered In