Advanced topics in financial mathematics: random graph methods and systemic risk
Lectures and Exercises
Tue 14:15 - 15:45
Wed 11.05. 16:15-17:45
HS B 039
Inhalt: An introduction to random graphs used to model "real" networks. Towards the end of the course we will have a special look at applications in the area of systemic risk
Target Participants: Diploma students in business mathematics and mathematics as well as master students in mathematics.
Pre-requisites: Solid basis in probability theory.