Welcome to the webpage of the course Mathematical Finance. The course will take place live via Zoom but all material of the course will be additional available online afterwards in some form. If you are interested in taking the course, please sign up by writing me an email to
proemel ( a t ) uni-mannheim.de
providing your full name. This will help us to provide you with information regarding the course and does not mean that you have to do the exam in the end.
Lecturer: Prof. Dr. David Prömel
Tutors: Sam Baguley, Paul Nikolaev
Tues B3 (12:00 - 13:30) in WIM-ZOOM-05
Thurs B3 (12:00 - 13:30) in WIM-ZOOM-05
The lectures will be live via Zoom but will also be recorded and made available on YouTube afterwards. Of course, the recommendation of the university is in place: „During virtual lectures or courses of a similar nature, students are not obliged to enable video and sound transmission and may use a pseudonym to participate.“
The lecture notes will be updated and corrected regularly during the term. Please check always for the latest version. You can aso find the notes of each lecture below.
Schedule: Tues B4 (13:45-15:15) in WIM-ZOOM-05
- The tutorials will be live via Zoom but not recorded.
- You are strongly encourage to actively participate in the tutorials.
- The tutorials will not be recorded but the notes will made available after the tutorials.
Below you can find the notes of each tutorial:
Please submit your solutions to Paul Nikolaev via Email to
pnikolae( a t )mail.uni-mannheim.de
If this is not possible, you can submit your solutions in paper form in the box at B6, 26, level 4.
There will be a help desk every Monday from 11 am to 13 am online (Zoom) or in person in office B4.03 in B6 provided by Paul. If you have questions regarding the his corrections or the problem sheets, please write Paul an email or use the help desk.
Below you can find the problem sheet and the corresponding solutions.
4. Problem sheet (due on 23/10) - Solutions
5. Problem sheet (due on 30/10) - Solutions
6. Problem sheet (due on 06/11) - Solutions
7. Problem sheet (due on 13/11) - Solutions
8. Problem sheet (due on 20/11) - Solutions
9. Problem sheet (due on 27/11) - Solutions
10. Problem sheet (due on 04/12) - Solutions
11. Problem sheet (due on 11/12) - Solutions
12. Problem sheet (due on 18/12) - Solutions
Style: written exam of 90 min
- Requirement for the exam are at least 50% of the points on the problem sheets.
- It will be written exam of 90 min.
- The exam questions are in English only.
- You may reply in English or German.