Syllabus
Registration via LPIS
Day | Date | Time | Room |
---|---|---|---|
Tuesday | 05/05/20 | 09:30 AM - 12:00 PM | Online-Einheit |
Thursday | 05/07/20 | 03:30 PM - 06:00 PM | Online-Einheit |
Tuesday | 05/12/20 | 09:30 AM - 12:00 PM | Online-Einheit |
Thursday | 05/14/20 | 03:30 PM - 06:00 PM | Online-Einheit |
Tuesday | 05/19/20 | 09:30 AM - 12:00 PM | Online-Einheit |
Tuesday | 05/26/20 | 09:30 AM - 12:00 PM | Online-Einheit |
Thursday | 05/28/20 | 03:30 PM - 06:00 PM | Online-Einheit |
Tuesday | 06/02/20 | 09:30 AM - 12:00 PM | Online-Einheit |
Thursday | 06/04/20 | 03:30 PM - 06:00 PM | Online-Einheit |
Tuesday | 06/09/20 | 09:30 AM - 12:00 PM | Online-Einheit |
Tuesday | 06/16/20 | 09:30 AM - 12:00 PM | Online-Einheit |
- Discrete probability: basic concepts and elementary models, conditional expectation, martingales
- The binomial asset pricing model
After completing this class the student will have the ability to:
- describe and apply the basic concepts of discrete probability
- describe and apply the binomial asset pricing model
Attendance requirements are suspended for the entire distance-learning period. As expected, however, lecture time is instrumental for effectively learning the material. The final exam is anticipated to take place during the last lecture of the semester. This will be discussed and finalized during the course.
The class is mainly taught as a combination of lectures and exercises. Given the constraints of distance-learning, the lectures will not be focused on "presenting the slides." The slides contain significant explanations in natural language and are sufficient for self-study. Instead, lectures will focus on difficult sections or examples from the slides, student questions, and homework exercises. The course also serves as a preparation for some of the mathematics lectures of the Master in Quantitative Finance curriculum.
Lecture periods will take place on Microsoft Teams. More information will be provided at the start of the teaching period.
- one written final exam: 50%
- group homework assignments: 50%
- to receive a 1, an oral exam is required
Grading key:
1: >= 86% & successful oral exam
2: >= 74%
3: >= 62%
4: >= 50%
5: < 50%
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