Stochastic Analysis in Financial Mathematics - NSTP075

• Title: Stochastická analýza ve finanční matematice - cvičení
• Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
• Faculty: Faculty of Mathematics and Physics
• Actual: from 2014
• Semester: winter
• E-Credits: 3
• Hours per week, examination: winter s.:0/2, C [HT]
• Capacity: unlimited
• Min. number of students: unlimited
• 4EU+: no
• Virtual mobility / capacity: no
• State of the course: cancelled
• Language: Czech
• Teaching methods: full-time
• Guarantor: Mgr. Karel Janeček, Ph.D.
• Class: DS, ekonometrie a operační výzkum
• Classification: Mathematics > Financial and Insurance Math.
• Co-requisite : NSTP175
• Interchangeability : NMFM535

Annotation

English

Exercises to the lecture Stochastic analysis in financial mathematics (NSTP175).

Last update: T_KPMS (05.04.2011)

Czech

Cvičení k přednášce Stochastická analýza ve finanční matematice (NSTP175).

Last update: T_KPMS (05.04.2011)

Aim of the course

English

See NSTP175.

Last update: T_KPMS (05.04.2011)

Czech

Viz NSTP175.

Last update: T_KPMS (05.04.2011)

Literature

English

See NSTP175.

Last update: T_KPMS (05.04.2011)

Czech

Viz NSTP175.

Last update: T_KPMS (05.04.2011)

Teaching methods

English

Exercises.

Last update: T_KPMS (05.04.2011)

Czech

Cvičení.

Last update: T_KPMS (05.04.2011)

Syllabus

English

See NSTP175.

Last update: T_KPMS (05.04.2011)

Czech

Viz NSTP175.

Last update: T_KPMS (05.04.2011)