Seminar – Finanzmathematik (SEM 463/
The seminar “Diskrete Finanzmathematik” (SEM 463) covers various topics in discrete-time financial modeling. They are designed to complement the lecture course “Mathematical Finance” and also address more advanced subjects in the field.
Some prior knowledge of probability theory is required, and familiarity with mathematical finance is recommended. For instance, you may attend the lecture course “Mathematical Finance” in parallel with the seminar.
The advanced seminar “Finanzmathematik” (MAS 540) covers various topics in continuous-time mathmatical finance, ranging from classical to up-to-date, research related topics.
Seminar – Finanzmathematik (SEM 463/
Information
The seminar covers various topics in financial modeling in discrete time, which are intended to complement the lecture course “Mathematical Finance” but other prior knowledge in mathematical finance such as the lecture course “Computational Finance” is a sufficient background for the seminar. The seminar takes place as block seminar. It is open for Bachelor's as well as Master's students. Topics of different mathematical level are available. The language of the seminar is German, but you are allowed to give your presentation in English if you prefer it.
Lecturer: Prof. Dr. David Prömel
Please sign up to the ILIAS group of the seminar. All further information will be posted there.
If you have further questions, please feel free to write me an email.