PřF:MF001 Stochastical processes in fina - Course Information
MF001 Stochastical processes in financial mathematics
Faculty of ScienceAutumn 2008
- Extent and Intensity
- 2/1. 3 credit(s) (fasci plus compl plus > 4). Type of Completion: zk (examination).
- Teacher(s)
- doc. RNDr. Martin Kolář, Ph.D. (lecturer)
- Guaranteed by
- prof. RNDr. Ivanka Horová, CSc.
Department of Mathematics and Statistics – Departments – Faculty of Science - Timetable
- Mon 11:00–12:50 MS1,01016
- Timetable of Seminar Groups:
- Prerequisites
- Calculus, probability theory
- Course Enrolment Limitations
- The course is also offered to the students of the fields other than those the course is directly associated with.
- fields of study / plans the course is directly associated with
- Finance Mathematics (programme PřF, N-AM)
- Course objectives
- The main aim of the course is to teach students fundamental methods of analysis of stochastic processes, used in mathematical modelling in finance, namely random walk and Wiener process. At the end of the course students will be able to use such processes in mathematical modelling, and master the techniques of their analysis.
- Syllabus
- Random walk
- The reflection principle
- Markov property
- Polya's theorem
- arcsine laws
- discrete martingales
- filtrations
- martingale transform
- Wiener process
- Cieselski's construction of brownian motion
- Continuous time martingales and filtrations
- Literature
- J. Michael Steele, Stochastic Calculus and Financial Applications, ISBN 0387950168, Springer-Verlag, 2003
- GRIMMETT, Geoffrey R. and David STIRZAKER. Probability and random processes. 3rd ed. Oxford: Oxford University Press, 2001, xii, 596 s. ISBN 0-19-857222-0. info
- Assessment methods
- Teaching: lectures and class exercises. Exam: oral
- Language of instruction
- Czech
- Further Comments
- The course is taught annually.
- Listed among pre-requisites of other courses
- Enrolment Statistics (Autumn 2008, recent)
- Permalink: https://is.muni.cz/course/sci/autumn2008/MF001