| Fr 26.03.2010 | 10:00-11:30 |
FH Hörsaal 1 |
Ismail Cetin Gülüm |
Random measures and point processes (Sec.3.6) |
| Mo 12.04.2010 | 12:30-14:00 |
EI 10 Fritz Paschke HS |
Jessica Aigner |
Lévy processes: definitions and properties (Sec.3.1--4) |
| Fr 30.04.2010 | 10:00-11:30 |
Zeichensaal 7 |
Jessica Aigner |
(continued) Lévy processes: definitions and properties (Sec.3.1--4) |
| Mo 03.05.2010 | 12:30-14:00 |
HS 7 Schütte-Lihotzky |
Weliyev Bezirgen |
Multidimensional models with jumps (Ch.5) |
| Fr 07.05.2010 | 10:00-11:30 |
EI 8 Pötzl HS |
Mair Florian |
Building Lévy processes (Ch.4) |
| Mo 10.05.2010 | 12:30-14:00 |
EI 4 Reithoffer HS |
Tatjana Slavova |
Stochastic calculus for jump processes (Sec.8.1) |
| Mo 17.05.2010 | 12:30-14:00 |
FH HS7 |
Bezirgen, Mair |
Unfinished topics |
| Fr 21.05.2010 | 10:00-11:30 |
EI 8 Pötzl HS |
Hubalek Friedrich |
Lévy processes: definitions and properties (Sec.3.5--9) |
| Fr 28.05.2010 | 10:00-11:30 |
EI 8 Pötzl HS |
Claus Griessler |
Stochastic calculus for jump processes (Sec.8.2--4) |
| Fr 11.06.2010 | 10:00-11:30 |
EI 8 Pötzl HS |
Thomas Mroz |
Measure transformations for Lévy processes (Ch.9) |
| Mo 14.06.2010 | 12:30-14:00 |
HS 7 Schütte-Lihotzky |
Zehra Eksi |
Pricing and hedging in incomplete markets (Ch.10) |
| Fr 18.06.2010 | 10:00-11:30 |
EI 8 Pötzl HS |
Sühan Altay |
Risk-neutral modelling with exponential Lévy processes (Ch.11) |