Several popular stock price models are discussed, along with methods for calibrating these models to market data and with numerical algorithms for option pricing.
- DozentIn: Christian Bender
- DozentIn: Friedrich Leblang
This lecture provides an introduction to Itō's calculus and covers the theory of strong and weak solutions of stochastic differential equations.
- DozentIn: Christian Bender
- DozentIn: Friedrich Leblang
