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 via Zoom. 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
If you have further questions, please feel free to write me an email.
In the first meeting the topics will be distributed. The number of participants will determine the length of meeting 2 and 3.
Meeting 1: Mo 28.09.2020 15:30 - 17:00 in WIM-ZOOM-11
Meeting 2: Fr 27.11.2020 09:00 - 18:00 in WIM-ZOOM-11
Meeting 3: Sa 28.11.2020 09:00 - 18:00 in WIM-ZOOM-11
The dates of meeting 2 and 3 are open for discussion at the first meeting.
The topics of the seminar and the requirements on your presentation can be found here. Please have a look and note that some topics are for Bachelor’s students only while others are recommended for Master’s students. If not speficied, the topic is open for both levels.
The topics will be distributed at the first meeting.