## Stochastic Analysis and Mathematical Finance – Summer Term 2018

On this webpage, you find all information pertaining to my course on **Stochastic Analysis and Mathematical Finance** held in the summer term 2018 at the University of Trier.

**General Information**

Since I am on a research visit until mid April, the lectures will begin two weeks later than usual. That is:

**The lectures begin on Monday, April 23.**

Moreover, there will not be any lectures/exercises on the following dates:

**Mai 01**: Labor Day**Mai 21, 22, and 23**: Pentecost Break (“Pfingstferien”)**June 18, 19, and 20****June 25, 26, and 27**

To make up for the cancelled lectures, we will have three lectures per week instead of the usual two per week. Dont’t worry: With this, the total number of lectures comes out to be exactly as scheduled – I did the math!

The **lectures** take place on

**Monday, 10:15 – 11:45 in HS 8.****Tuesday, 10:15 – 11:45 in HS 8.****Wednesday, 12:15 – 13:45 in E 50.**

The **exercise classes** take place on

**Monday, 16:15 – 17:45 in E 45.**

Exercise sheets are generally uploaded every Wednesday and are due on Wednesday at 13:45 of the following week. You can submit your solutions in **groups of 2-3** in the post box E14 on the ground floor of building E. To qualify for the final exam, you are required to attain **at least 50% of the points** on the exercise sheets and be able to demonstrate in the exercise classes that you have fully understood the solutions that your group has handed in.

**Lecture Notes and Slides**

The course will follow the excellent lecture notes of **Prof. Frank Seifried**. The notes will be made available for download shortly.

The slides presented during the lectures can be downloaded here:

**Exercise Sheets**

The exercise sheets will be made available for downloaded here.

**Simulations**

The simulations presented during the lectures will be made available for downloaded here.