Course Contents
stochastic models of financial markets in discrete time, (model of periodn), derivatives (options and futures), trading strategies and arbitrage, equivalent risk-neutral probability measures, securing and valuation of options, the Black-Scholes formula
Literature
Ralf und Elke Korn: Optionsbewertung und Portfolio-Optimierung. Vieweg 2001-
Preconditions
Introduction to Stochastics, Probability Theory
stochastic models of financial markets in discrete time, (model of periodn), derivatives (options and futures), trading strategies and arbitrage, equivalent risk-neutral probability measures, securing and valuation of options, the Black-Scholes formula
Literature
Ralf und Elke Korn: Optionsbewertung und Portfolio-Optimierung. Vieweg 2001-
Preconditions
Introduction to Stochastics, Probability Theory
- Lecturer: Michael Kohler
- Lecturer: Alisha Sänger
Semester: Verão 2026
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