Programme

CERA

10/11 Dec 2020

CERA, 0: A Refresher Course in Financial Mathematics&Risk Measurement

Thursday, 10 December 2020

09:00 - 09:10 Introduction and welcome (EAA)
09:10 - 10:45 Probability Theory and Elementary Risk Measures
10:45 - 11:15 Break
11:15 - 13:00 Probabilistic Tools for Dynamic Financial Models and Discrete Stochastic Processes
13:00 - 14:15 Break
14:15 - 15:45 Risk Neutral Valuation 1

Friday, 11 December 2020

09:00 - 10:00 Risk Neutral Valuation 2
10:00 - 10:15 Break
10:15 - 11:15 Tools for Continuous-Time Finance
10:15 - 11:30 Break
11:30 - 12:45 Tools for Continuous-Time Finance
12:45 - 14:00 Break
14:00 - 15:45 The Black Scholes Model and Applications

Seminar Details

Programme

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