We consider the problem of optimally tracking a financial benchmark in a market with random and possibly unbounded coefficients. This is an example of a stochastic linearquadratic control problem…
We consider the optimal control problem with an indefinite generalised risk-sensitive criterion, and a class of stochastic control systems with multiplicative noise that have a quadratic type…
A review of probability theory and applications in insurance
A review on Random Variables and their distributions with applications in insurance
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This course gives an understanding of the following terms and concepts: Financial derivatives, short selling, long and short positions, bid and ask prices, net profit of long and short positions,…
Students are introduced to: Elementary logic; Methods of proof; Relations, basic definitions and properties, special types of relations; Introduction to graph theory, basic definitions and…
الساعات المكتبية
Saturday
الأحد
الاثنين
الثلاثاء
الأربعاء
الخميس
الجمعة
من
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11:00 AM
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11:00 AM
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11:00 AM
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الى
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01:00 PM
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01:00 PM
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01:00 PM
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الموقع
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Building 5, third floor, office 52 Building 5, third floor, office 52
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Building 5, third floor, office 52 Building 5, third floor, office 52
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Building 5, third floor, office 52Building 5, third floor, office 52