FSS 2025

Zwei Forschende schauen auf zwei Monitore, auf denen Codes zu sehen sind.
Advanced Topics in Mathematical Finance (MAC 557)

The course “Advanced Topics in Mathematical Finance” presents the foundational theory of mathematical finance in continuous time, including no arbitrage theory and pricing/hedging of financial derivatives, as well as a selection of more advanced topics, like volatility modeling and portfolio optimization.

Algorithmic Trading and Stochastic Algorithmic Control (MAC 572)

The course “Algorithmic Trading and Stochastic Control” develops stochastic control theory for continuous as well as jump diffusion processes and deals with its applications in algorithmic trading, including optimal execution, market making and pairs trading.

Stochastic Calculus (MAA 519)

The course “Stochastic Calculus” develops the mathematical theory required for probabilistic modeling of real-world phenomena, as it is used in various areas like mathematical finance, engineering and social science. In particular, we study stochastic integration with respect to Brownian motion, stochastic differential equations, change of measures, and martingale representation theorems.

Ein Student tippt auf seinem Laptop an seinem Arbeitsplatz.
Seminar “Finanzmathematik” (SEM 463/MAS 540)

The seminars “Diskrete Finanzmathematik” (SEM 463) and “Finanzmathematik” (MAS 530) cover selected topics in various directions of discrete-time financial modeling as well as more advanced “hot” topics in mathematical finance.Algorithmic Trading and Stochastic Algorithmic Contro

Jemand liest ein Dokument.
Seminar “Lebensversicherungsmathematik” (SEM 494/MAS 554)

The seminar “Lebensversicherungsmathematik” (SEM 494/MAS 554) covers selected basic as well as more advanced research related topics in various directions of life insurance mathematics.