Seminar – Finanzmathematik (SEM 463 und MAS 540)

  • Information

    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.

  • Schedule

    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 05.09.2022     15:30 – 17:00 in A 301 (B 6, 23–25 Bauteil A)

    Meeting 2: Fri 18.11.2022    09:00 – 18:00 in  A 305 (B 6, 23–25 Bauteil A) 

    Meeting 3: Sat 19.11.2022     09:00 – 18:00 in A 301 (B 6, 23–25 Bauteil A) 


    If you cannot attend the first meeting but still want to participate in the seminar, that is no problem, just write me an email.

    The dates and the style (in person/online/hybrid) of meeting 2 and 3 are open for discussion at the first meeting.

  • Topics and requirements

    The topics of the seminar and the requirements on your presentation can be found here (at least before the term starts)  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.