Seminar – Finanzmathematik (SEM 463/
The seminar “Diskrete Finanzmathematik” (SEM 463) covers various topics in discrete-time financial modeling. They are designed to complement the lecture course “Mathematical Finance” and also address more advanced subjects in the field.
Some prior knowledge of probability theory is required, and familiarity with mathematical finance is recommended. For instance, you may attend the lecture course “Mathematical Finance” in parallel with the seminar.
The advanced seminar “Finanzmathematik” (MAS 540) covers various topics in continuous-time mathmatical finance, ranging from classical to up-to-date, research related topics.
General Information
For the schedule and location of the first meeting, please see Portal2. All materials (topics, schedule, etc.) and further information will be made available in the course’s ILIAS group.
The seminar will be held as a block course and is open to both Bachelor’s and Master’s students. Topics of different levels of mathematical depth will be offered. The seminar language is German, but you are welcome to give your presentation in English if you prefer.
If you are interested in attending the seminar, please register for the ILIAS group. This ensures that you receive all relevant information about the seminar.
Team
Lecturer: Prof. Dr. David Prömel
Topics and Requirements
The seminar topics will be published in the ILIAS group one week before the start of the semester. If you are interested, please take a look there. The topics are offered at different levels: some are intended for Bachelor’s students only, while others are recommended for Master’s students.
All topics will be briefly introduced and assigned during the first seminar meeting.
The requirements for your presentation in order to successfully complete the course can also be found in the ILIAS group.