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
Please sign up for 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.