Workgroup Financial Mathematics
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Finanzmathematik III

Lecture: Prof. Dr. Francesca Biagini, Exercises: B. Karl

Date and Time

  • Lectures: Tue 10:15 to 11:45 (Room C 112, Theresienstr. 41), Thu 10:15 to 11:45 (Room C 112, Theresienstr. 41).
  • Exercises: Tue 8:30 to 10:00 (Room C 111, Theresienstr. 41).
  • Tutorials: Thu 18:00 to 19:30 (Room B 041, Theresienstr. 39).
  • Repetitutorial: Fr 02.11.2012, 14:15 to 15:45 (Room B 252, Theresienstr. 39)
  • Repetitutorial: Thu 24.01.2013, 18:00 to 19:30 (Room B 041, Theresienstr. 39).
  • Repetitutorial: Thu 07.02.2013, 18:00 to 19:30 (Room B 041, Theresienstr. 39).
  • Exam: 02.02.2013, Saturday 14:00 to 16:00 (Room B 006, , Theresienstr. 39)
  • Exam review: Thu 07.02.2013, 18:00 to 19:00 (Room B 041, Theresienstr. 39).
  • Retake Exam: 13.03.2013, Wednesday 10:00 to 12:00 (Room B 047, Theresienstr. 39)
  • Retake Exam review: 14.03.2013, Thu 10:00 to 11:00 (Room B 236, Theresienstr. 39)

Further Information

  • In the tutorials the students have the possibility to prepare the problem sheets on their own or in little groups. The tutors will give helpful hints and answers to questions and problems.
  • In the exercises there will be given solutions to selected problems as well as further helpful material to the lectures.
  • There are no restrictions for participating in the exam, but the students are strongly recommended to visit both exercises and tutorials.
  • There is no exercise or tutorial in the first week.
  • In order to pass the course, the students have to achieve 70% of the total points in the exam.
  • A retake exam will be provided for students who participate in the main exam or cannot participate in the main exam because of traceable reasons (disease, absence due to universitary duties,...).
    Students that cannot participate in the main exam are requested to prove their reasons of absence (doctor's certificate!,...) within 2 weeks after the main exam at the office of Bernhard Karl
  • Since there is no Tutorial on Thursday, 01.11.2012, we will have a Repetitutorial on Friday, 02.11.2012, from 14:15 to 15:45 where you can work in groups on your problem sheet and ask questions.
  • I am very sorry, but i did not notice that the upload of problem sheet 5 did not work. It is now online.
  • There won't be a new problem sheet next week.
  • In the Repetitutorial (24.01.2013, Thu 18:00 to 19:30, Room B 041) and the Exercise (29.01.2013) you can ask questions regarding the lecture notes or old problem sheets.

  • There will be no Tutorual before the Exam (i.e. on 31.01.2013).

  • The Exam date changed to 02.02.2013, Saturday 14:00 to 16:00 (Room B 006). Please attend 10 minutes before the beginning of the Exam at the latest to handle some organisational issues.
  • The results (PDF, 0,26KB) of the exam are now online. Students who did not give a pseudonym can ask for their grades at the exam review (see above).
  • The retry exam will be on the 13.03.2013, 10:00 to 12:00 (Room B 047, Theresienstr. 39). Please attend 10 minutes before the beginning of the Exam at the latest to handle some organisational issues.
  • The results (PDF, 0,21KB) of the retake exam are now online.

Lecture Notes

The lecture notes follow the textbook:
Damir Filipovic: Term-Structure Models: A Graduate Course (Springer Finance / Springer Finance Textbooks)