Michael Schmutz

Web site:  Web site:  https://sma.epfl.ch/

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Administrative data

Teaching & PhD

Teaching

Mathematics

Courses

Martingales in financial mathematics

The aim of the course is to apply the theory of martingales in the context of mathematical finance. The course provides a detailed study of the mathematical ideas that are used in modern financial mathematics. Moreover, the concepts of complete and incomplete markets are discussed.