FIN 802 – Continuous Time Finance

Course overview

This is a doctoral level course introducing students to methods used in continuous time finance. The course covers Itô calculus, stochastic differential equations, Black-Scholes theory, hedging and arbitrage pricing of European, American, and exotic options, among other topics.

You can find more information in the CDSB course catalog.

Prof. Dr. Christian Koziol

Prof. Dr. Christian Koziol

University of Tübingen
University of Mannheim
Nauklerstraße 47
72074 Tübingen