Stochastic Analysis and Mathematical Finance – Summer Term 2017

Stochastic Analysis and Mathematical Finance – Summer Term 2017

On this webpage, you find all information on the exercise classes and tutorials accompanying Prof. Seifried’s Stochastic Analysis and Mathematical Finance lecture, held in the summer term 2017 at the University of Trier. For all relevant information on the lecture, please consult Prof. Seifried’s website.

General Information

You are expected to hand in solutions to exercises. Exercise sheets will generally be uploaded every Wednesday in any given week and be due on Wednesday at 14:15 of the following week. You can submit your solutions in the post box E14 on the ground floor of building E.

To qualify for the final exam, you are required to attain 50% of the points, and to be able to demonstrate in the exercise classes that you have fully understood the solutions that your group has handed in. You can submit in groups of 2-3.

The exercise classes take place on

  • Tuesday, 08:45 – 10:15 in E52.

The exercise classes start on Mai 02.

The tutorials take place on

  • Wednesday, 14:15 – 15:45 in HS9.

The tutorials start on April 26.

Exercise Sheets

The exercise sheets can be downloaded here:

Tutorial Slides

The slides presented during the tutorials can be downloaded here: