Veranstaltung
Dynamic Capital Market Theory [SS242600257]
Typ
Vorlesung / Übung (VÜ)Präsenz/Online gemischt
Semester
SS 2024SWS
Sprache
DeutschTermine
27Links
ILIASDozent/en
Einrichtung
- Institut für Finanzwirtschaft, Banken und Versicherungen
Bestandteil von
- Teilleistung Modeling the Dynamics of Financial Markets | Wirtschaftsingenieurwesen (M.Sc.)
- Teilleistung Modeling the Dynamics of Financial Markets | Technische Volkswirtschaftslehre (M.Sc.)
- Teilleistung Modeling the Dynamics of Financial Markets | Digital Economics (M.Sc.)
- Teilleistung Modeling the Dynamics of Financial Markets | Wirtschaftsinformatik (M.Sc.)
- Teilleistung Modeling the Dynamics of Financial Markets | Wirtschaftsmathematik (M.Sc.)
Veranstaltungstermine
- 17.04.2024 08:00 - 09:30 - Room: 11.40 Raum 221
- 19.04.2024 14:00 - 15:30 - Room: 05.20 1C-01
- 24.04.2024 08:00 - 09:30 - Room: 11.40 Raum 221
- 26.04.2024 14:00 - 15:30 - Room: 05.20 1C-01
- 03.05.2024 14:00 - 15:30 - Room: 05.20 1C-01
- 08.05.2024 08:00 - 09:30 - Room: 11.40 Raum 221
- 10.05.2024 14:00 - 15:30 - Room: 05.20 1C-01
- 15.05.2024 08:00 - 09:30 - Room: 11.40 Raum 221
- 17.05.2024 14:00 - 15:30 - Room: 05.20 1C-01
- 29.05.2024 08:00 - 09:30 - Room: 11.40 Raum 221
- 31.05.2024 14:00 - 15:30 - Room: 05.20 1C-01
- 05.06.2024 08:00 - 09:30 - Room: 11.40 Raum 221
- 07.06.2024 14:00 - 15:30 - Room: 05.20 1C-01
- 12.06.2024 08:00 - 09:30 - Room: 11.40 Raum 221
- 14.06.2024 14:00 - 15:30 - Room: 05.20 1C-01
- 19.06.2024 08:00 - 09:30 - Room: 11.40 Raum 221
- 21.06.2024 14:00 - 15:30 - Room: 05.20 1C-01
- 26.06.2024 08:00 - 09:30 - Room: 11.40 Raum 221
- 28.06.2024 14:00 - 15:30 - Room: 05.20 1C-01
- 03.07.2024 08:00 - 09:30 - Room: 11.40 Raum 221
- 05.07.2024 14:00 - 15:30 - Room: 05.20 1C-01
- 10.07.2024 08:00 - 09:30 - Room: 11.40 Raum 221
- 12.07.2024 14:00 - 15:30 - Room: 05.20 1C-01
- 17.07.2024 08:00 - 09:30 - Room: 11.40 Raum 221
- 19.07.2024 14:00 - 15:30 - Room: 05.20 1C-01
- 24.07.2024 08:00 - 09:30 - Room: 11.40 Raum 221
- 26.07.2024 14:00 - 15:30 - Room: 05.20 1C-01
Anmerkung
This course offers an introduction to the dynamics of capital markets. Portfolios and asset prices move dynamically across time. This course teaches state-of-the-art models to help understand why this is the case. Describing and managing dynamic systems in engineering is done via dynamic programming and optimal control. This course develops the theory of dynamic programming in continuous time and applies it to solve portfolio choice and corporate investment decisions. These concepts are key for financial engineering and model-based refinforcement learning.
Students obtain proficiency in the following topics:
* Dynamic Asset Pricing and Portfolio Choice Theory
* Dynamic modeling in discrete and continuous time
* Stochastic Calculus
* Theory of Dynamic Programming
* Pricing of bond, equity, futures and option markets
Lectures develop all concepts on the whiteboard, while exercises are solved during weekly tutorials.