The course “Mathematical Finance” deals with the foundation of mathematical finance in discrete time and the underlying theory of stochastic process, including modeling of financial markets in discrete time, fundamental theorems of asset pricing, pricing and hedging of European and American options, portfolio optimization and risk measures
Credit: Anna Logue
Seminar “Finanzmathematik” (SEM 463/MAS 530)
The seminars “Diskrete Finanzmathematik” (SEM 463) and “Finanzmathematik” (MAS 530) cover selected topics in various directions of discrete-time financial modeling as well as more advanced “hot” topics in mathematical finance.
Note: There will be no regular seminar in HWS 2026. However, students planning to write their Bachelor's thesis in FSS 2027 at Chair of Mathematical Finance will have the opportunity to choose from available topics and complete the seminar at the beginning of the spring semester. Topics will be allocated on a first-come, first-served basis.
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