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School of Environment and Society
- Department of Architecture and Building Engineering
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- Graduate major in Technology and Innovation Management
- Common courses
- Liberal arts and basic science courses
- Academic unit or major
- Graduate major in Mathematics
- Instructor(s)
- -
- Class Format
- Lecture
- Media-enhanced courses
- Day/Period(Room No.)
- Wed9-10(H137)
- Group
- -
- Course number
- MTH.D402
- Credits
- 1
- Academic year
- 2017
- Offered quarter
- 2Q
- Syllabus updated
- 2017/3/17
- Lecture notes updated
- 2017/8/24
- Language used
- Japanese
- Access Index
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Lecture
Lecture 1 Applications of Asset Pricing Theory
2017.6.14(Wed.) 9-10Session
Lecture
Lecture 2 Optimal portfolio strategies: Introduction. SDE and Stochastic Flows
2017.6.21(Wed.) 9-10Session
Lecture
Lecture 3 SDE and Stochastic Flows (2)
2017.6.28(Wed.) 9-10Session
Lecture
Lecture 4 SDE and Stochastic Flows(3). Optimal portfolio strategies: continuous-time models(1)
2017.7.5(Wed.) 9-10Session
Lecture
Lecture 5 Malliavin Calculus (1)
2017.7.12(Wed.) 9-10Session
Lecture
Lecture 6 Malliavin Calculus (2)
2017.7.19(Wed.) 9-10Session
Lecture
Lecture 7 Malliavin Calculus (3)
2017.7.26(Wed.) 9-10Session
Lecture
Lecture 8 Optimal portfolio strategies: continuous-time models(2)
2017.8.2(Wed.) 9-10Session
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