This course deepens the understanding of continuous-time finance by extending known results to processes with jumps. This is indispensable for understanding a large part of the current research in financial mathematics.
The aim of this course is to:
- obtain a thorough understanding of the main topics, such as Levy processes or stochastic calculus for general semimartingales and random measures
- enable the sudents to understand and contribute to current research in financial mathematics
After completing this course the student will also:
- have deepened his/her ability for teamwork
- have deepened his/her presentation skills