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401-8921-01L 4.5 Credits BSC , MSC , NDS D-MATH

Introduction to Mathematical Finance and Derivatives

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

Last Updated: 2026-02-05 15:23:58

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.

General Information

Language
English
Levels
BSC , MSC , NDS
Frequency
Yearly recurring

Examination

Type
end-of-semester examination

Course Components

Type Title Time & Place Hours
lecture with exercise Introduction to Mathematical Finance and Derivatives
**Kurs an der Uni Zürich** Lehrveranstaltungsnummern: 402, 403 Ort: SOD A 104 Vorlesung 10-12 und Übungen 12-13 Semesterbeginn Uni Zürich am 15.09.2008
  • Tue 10:15-12:00
  • Tue None-None
  • Tue None-None
  • 16.09 Date 10:15-12:00
  • 16.09 Date None-None
  • 16.09 Date None-None
3 h weekly

Offered In