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Continuous-Time Portfolio Optimization

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Continuous-Time Portfolio Optimization (CTPO)

Summer 2014

First lecture on Wednesday, June 11.

We  10:00 - 11:30

Th  8:15 - 9:45

Room 48-582


Last update lecture notes: July 25

Topics and Prerequisites

Topics: See Module Description

Prerequisites: Financial Mathematics I. Since we start late with CTPO, this time it is sufficient if you attend Financial Mathematics the same term.


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  • Lecture notes, July 25
  • Lecture notes Financial Mathematics I Summer 2013
  • Lecture notes Probability Theory Winter 2012/13