The seminars „Diskrete Finanzmathematik“ (SEM 463) and „Finanzmathematik“ (MAS 540) cover various topics in financial modeling in discrete time, which are intended to complement the lecture course “Mathematical Finance”, as well as more advanced topics in mathematical finance. Some prior knowledge in probability theory is required and some prior knowledge in mathematical finance is recommended, e.g., you could do the lecture course „Mathematical Finance“ simultaneously to his 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 like.
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: Mon 06.09.2021 15:30 – 17:00 in C 012 (A 5) [Personal meeting in C 012.]
Meeting 2: Sat 30.10.2021 09:00 – 18:00 in WIM-ZOOM-08
Meeting 3: Fri 05.11.2021 09:00 – 18:00 in WIM-ZOOM-08
If you cannot attend the first meeting but still want to participate in the seminar, that no problem, just write me an email.
The dates and the style (online/
The topics of the seminar and the requirements on your presentation can be found here and will be briefly introduced during the first meeting. If you like, 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 specified, the topic is open for both levels.
The topics will be distributed at the first meeting.