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
Arbitrage theory, incomplete financial markets, utility maximization, market imperfections, credit and interest rate risk, various other current research topics.
seminar talks
Research Seminar:This is primarily a research seminar for the presentation of scientific work of guests, employees and PhD students. Listeners are always welcome.Announcement:Talks are announced on the webpage of the Vienna Seminar in Mathematical Finance and Probability: https://fam.tuwien.ac.at/vs-mfp/ (joint seminar of UniVie, WU Wien and TU Wien), and through the FAM-news mailinglist (https://fam.tuwien.ac.at/mailman/listinfo/fam-news).
Master students:For presentations of students at the end of their masters study the following seminars are intended:105.029 AKFVM Ausgewählte Kapitel der Finanz- und Versicherungsmathematik (Sommersemester, SE, 2.0 h, 3.0 ECTS)105.051 AKFVM Versicherungs- und Finanzmathematik (Wintersemester, SE, 2.0 h, 3.0 ECTS)
Not necessary
