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
close

Suggested reading

Wird zu Beginn des Seminars bekanntgegeben

12 Class schedule

Regular appointments

Mon, 2019-04-08 14:00 - 16:00

Lecturers:
Prof. Dr. Ehrhard Behrends

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Mon, 2019-04-15 14:00 - 16:00

Lecturers:
Prof. Dr. Ehrhard Behrends

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Mon, 2019-04-29 14:00 - 16:00

Lecturers:
Prof. Dr. Ehrhard Behrends

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Mon, 2019-05-06 14:00 - 16:00

Lecturers:
Prof. Dr. Ehrhard Behrends

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Mon, 2019-05-13 14:00 - 16:00

Lecturers:
Prof. Dr. Ehrhard Behrends

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Mon, 2019-05-20 14:00 - 16:00

Lecturers:
Prof. Dr. Ehrhard Behrends

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Mon, 2019-05-27 14:00 - 16:00

Lecturers:
Prof. Dr. Ehrhard Behrends

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Mon, 2019-06-03 14:00 - 16:00

Lecturers:
Prof. Dr. Ehrhard Behrends

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Mon, 2019-06-17 14:00 - 16:00

Lecturers:
Prof. Dr. Ehrhard Behrends

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Mon, 2019-06-24 14:00 - 16:00

Lecturers:
Prof. Dr. Ehrhard Behrends

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Mon, 2019-07-01 14:00 - 16:00

Lecturers:
Prof. Dr. Ehrhard Behrends

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Mon, 2019-07-08 14:00 - 16:00

Lecturers:
Prof. Dr. Ehrhard Behrends

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Subjects A - Z