Welcome to the webpage of the course Advanced Topics in Mathematical Finance. The course will take place in person at the university, but the lecture notes and problem sheets are available online. The course will cover the following topics:
Please do not forget to sign up for the ILIAS group of the course, and note that the course takes place in the first half of the semester.
Lecturer: Prof. Dr. David Prömel
Tutor: Martin Bergerhausen