After successful completion of the course, students are able to...read up on a scientific (mathematical) topic and work scientifically with their acquired knowledge,specify topics they have not yet mastered and acquire them by using scientific literature,present scientific results
Introduction to recent works in financial and actuarial mathematics Introduction to recent works in financial and actuarial mathematics.Incomplete financial markets, duality and optimization in financial markets, martingale theory, stochastic volatility models, modelling and estimation of stochastic dependence, extreme value theory.
seminar talks
This seminar mainly comprises guest talks and presentations of master's theses of the research group financial and actuarial mathematics. However, any master's student can participate and receive a grade.Guest talks of this seminar are announced on the FAM webpage, see link at the appointments.Presentations of master's theses and other student's talks will be announced through TISS or TUWEL news.
seminar talk
Die Anmeldung ist nur für den Zugang zum TUWEL-Kurs notwendig!
Advanced knowledge in financial and actuarial mathematics, preferably on the level of a final-year Master or a PhD student.