Workgroup Financial Mathematics

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Finanzmathematik I

Prof. Dr. Francesca Biagini, Jacopo Mancin

Schedule and Venue


Prof. Dr. Francesca Biagini

Tuesday 12.00-14.00

Wednesday 10.00-12.00

Room B004



Jacopo Mancin

Wednesday 08.30-10.00

Q&A Session: Wednesday 21.12.2016 (10.00-12.00)

Test Exam: Wednesday 08.01.2017 (starting at 08.30)

Room B004

Final Exam

Friday 17.02.2017

09.15 - 11.15

Room B138

Re-take Exam

Tuesday 04.04.2017

09.15 - 11.15

Room B138

Course Description

Introduction to mathematical finance in discrete time.


H. Föllmer, A. Schied: Stochastic Finance: An Introduction in discrete time.

For whom is this course?

Target Participants: Bachelor students of Business Mathematics or Mathematics.

Pre-requisites: Probability Theory.

Applicable credits: 9 ECTS.

Correcting your answers and thinking through the exercises is the best preparation for the exam. The solutions to each exercise sheet will be uploaded after its correction.

One specific exercise in each problem sheet, marked with a star "*", will be valid for a bonus system for the final exam. This exercise can be handed in, either in the next exercise class or in my office B236 before this class, and will be corrected. Each "star exercise" will be worth a certain number of points. Collecting at least 70% of the total points available during the whole semester will result, upon passing the exam, in a 0.3 bonus on the final note. Note that the solution to the star exercise will not uploaded and that group solutions are not allowed. 

Exercise Handouts: Problem sheets and Solutions will be uploaded here during the course.

Final Exams

The final exam is a 120 minutes written exam. The final exam will be in German.