Theory of Pricing in Stochastic Financial Models Arbitrage theory: Fundamental Theorem, Pricing and Evaluation. Methods of Optimal Stopping and Free-boundary Problems in Options of American Type.
	Credits: 7.5 ECTS	Course coordinator: A.N. Shiryaev and M. Nechaev
	Course syllabus	Course code: MA8003	Application code: 0000A

Please, find time to: Apply for the course Register for the course Buy the course literature Pay the student union fee and eventually also: Sign up for writing exam

Other things: Course literature Visiting map Exam schedule

Please, find time to: Apply for the course Register for the course Buy the course literature Pay the student union fee and eventually also: Sign up for writing exam

Other things: Course literature Visiting map Exam schedule

Course schedule Indications about contents of lectures, exercise numbers, laboration pm etc.

Time schedule Dates, times and class rooms. Please declare the name of the head of the course.

Lecture notes, project work and other study material

Previous exams with solutions