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Subject:
Emisor:
Carlos Escudero Liébana <[log in para visualizar]>
Reply To:
Carlos Escudero Liébana <[log in para visualizar]>
Fecha:
Sat, 19 Jan 2019 00:58:18 +0100
Content-Type:
text/plain
Parts/Attachments:
text/plain (17 lines)
Dear all,

Starting on January 29 I will teach a master course on mathematical  
finance at the Universidad Autónoma de Madrid. The program consists on  
the Itô integral, stochastic differential equations, option pricing in  
discrete time and option pricing in continuous time. The prerequisites  
are probability theory, Markov chains, martingale theory and Brownian  
motion. Lectures will take place on Tuesdays and Thursdays 16:00-17:30  
at the department of mathematics of UAM. The course will be open to  
any person interested in all or some of these topics (even the UAM  
allows to get some certificate for those interested). No registration  
is needed, if you are interested, you can simply attend the lectures.

Best wishes,

Carlos

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