19212511
Seminar
SoSe 19: Seminar on Stochastics
Ehrhard Behrends
Additional information / Pre-requisites
Requirements: Stochastics I, Analysis I-II
Comments
Alle subjects from Stochastics I and II. Core syllabus will be:
- Statistics (i.e. non-parametric statistics, parameter estimation)
- Markov processes (discrete-time and continuous-time)
- Brownian movement and Ito integral
- Monte Carlo method
- Applications from financial mathematics and natural sciences
Suggested reading
Wird zu Beginn des Seminars bekanntgegeben
12 Class schedule
Regular appointments
Mon, 2019-04-08 14:00 - 16:00
Mon, 2019-04-15 14:00 - 16:00
Mon, 2019-04-29 14:00 - 16:00
Mon, 2019-05-06 14:00 - 16:00
Mon, 2019-05-13 14:00 - 16:00
Mon, 2019-05-20 14:00 - 16:00
Mon, 2019-05-27 14:00 - 16:00
Mon, 2019-06-03 14:00 - 16:00
Mon, 2019-06-17 14:00 - 16:00
Mon, 2019-06-24 14:00 - 16:00
Mon, 2019-07-01 14:00 - 16:00
Mon, 2019-07-08 14:00 - 16:00