Lecture Summer Term 2017
Time Series Analysis
Lecturer: | Alexander Lindner | |
Class Teacher: | Abdulkahar Alkadour | |
Type: | MSc. Finance: Elective course in Financial Mathematics or Stochastic MSc. Mathematics/WiMa: Elective course in Financial Mathematics 2+2 SWS, 6 Credits | |
News: | On Friday, April 21, there will be an additional lecture from 10:15 - 11:45 in He18 - 1.20. | |
Time and Venue: | Schedule of the course:
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Final Exam: | oral (no prerequisites) | |
Prerequisites: | Measure theoretic probability theory. | |
Contents: | This course covers the basic facts of time series analysis. Time series analysis is concerned with the discription of true data through a stochastic model which is usually assumed to be stationary. The contents of the lecture include:
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Literature: | A list of reference books would cover the following works:
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Exercise sheets: | ||
Lecture notes: |