2017 Advanced Topics in Mathematical Finance C

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Academic unit or major
Graduate major in Mathematics
Instructor(s)
Morimoto Yuji 
Class Format
Lecture     
Media-enhanced courses
Day/Period(Room No.)
Wed9-10(H137)  
Group
-
Course number
MTH.D403
Credits
1
Academic year
2017
Offered quarter
3Q
Syllabus updated
2017/3/17
Lecture notes updated
2017/11/14
Language used
Japanese
Access Index

Lecture

Lecture 1 Cancellation

2017.9.27(Wed.) 9-10Session

Lecture

Lecture 2 Introduction

2017.10.4(Wed.) 9-10Session

Lecture

Lecture 3 Basic Concept of Valuation

2017.10.11(Wed.) 9-10Session

Lecture

Lecture 4 Actuarial Valuation (1): Outline of Classical Valuation

2017.10.18(Wed.) 9-10Session

Lecture

Lecture 5 Actuarial Valuation (2): Classical Valuation

2017.10.25(Wed.) 9-10Session

Lecture

Lecture 6 Actuarial Valuation (3): Toward the Economic Valuation

2017.11.1(Wed.) 9-10Session

Lecture

Lecture 7 Actuarial Valuation (4): Option, Guaranttee, and Risk Margin

2017.11.8(Wed.) 9-10Session

Lecture

Lecture 8 Introduction of Risk Measurement

2017.11.15(Wed.) 9-10Session

Lecture

Lecture 9  

2017.11.22(Wed.) 9-10Session

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