University of Zurich - Lecture courses/details

Spring 23

FIM102

Introduction to Mathematical Finance

Prof. Dr. Delia Marina Coculescu

Lectures

Timeslot:
10:15 - 12:00

Room:
Y27H12 Seats: 50

Video Streams

This lecture offers a video stream

VVZ Link

Exercises

08:00 - 09:45

Y27H46
Seats: 40

Übungen Introduction to Mathematical Finance Gr.2
Tutor: Jann Massinissa Johansen

13:00 - 14:45

Y19J22
Seats: 40

Übungen Introduction to Mathematical Finance Gr.1
Tutor: Enea Fioroni

Online Exercise submission

Exercise Streams

This lecture offers a video stream

Downloads

Solutions Sheet 5

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Syllabus

Lectures Notes (Final version)

Conclusion

Appendix B. Discrete-Time Martingales

Appendix C. Snell Envelopes and Optimal Stopping Problems

FAQ

Details

For further information please contact: Prof. Dr. Delia Marina Coculescu

Exam

Module: 14.06.2024 9:00-12:00, Room: Y15G19 Seats: 175, Type: written exam
Repetition: 04.09.2024 9:00-12:00, Room: Y27H28 Seats: 50, Type: written exam

Repetition exam: takes place in the same conditions as the exam in June (3 hour written exam, closed book, cheat sheet alowed - one A4 page written on both sided)

Institute of Mathematics

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