Workgroup Financial Mathematics
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Content

Finanzmathematik I

Prof. Dr. Gregor SvindlandHannes Hoffmann


Schedule and Venue

Lectures
Prof. Dr. Gregor Svindland

Tue 12:15-13:45

Wed 10:15-11:45

Room B 005

Room B 006

Exercises
Hannes Hoffmann
Wed 14:15-15:45 Room B 005

Final Exam


Wed, 5th Feb. 2014

10:00-12:00

Room B 006

Re-take Exam

Fri, 4th Apr. 2014

10:00-12:00

Room B 005

Note: The course will begin on 15th Oct. 2013. The first exercise is on 23th Oct. 2013.

Exam results

The re-take exam results are now available. Due to new guidelines we are not allowed to put the results on the webpage anymore. Please look at the glass case in front of the secretaries office B233. The students have the possibility to review their re-take exam result on Wed, 16th Apr. 2014, from 10:00 - 11:00 o'clock in room B229. If someone needs a Schein, they can get it at the exam review.


Course Description

Introduction to mathematical finance in discrete time.

The course will be held in German!


References

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.


Exercises

Correcting your answers and thinking through the exercises is the best preparation for the exam. The solutions need not be submitted, but if you wish them to be corrected, please submit your exercise solutions.

For those, who cannot participate in the exercises, the exercise sheets can also be handed in via a box marked "Abgabe und Rückgabe für Finanzmathematik I" on the first floor of the B-building. Moreover, you will also find the corrected sheets there after every exercise. The corrected sheets lay on top and please put your new ones at the buttom of the box.

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

Blatt 1 (360 KB, PDF)

Blatt 2 (355 KB, PDF)

Blatt 3 (356 KB, PDF)

Blatt 4 (348 KB, PDF)

Blatt 5 (361 KB, PDF)

Blatt 6 (356 KB, PDF)

Blatt 7 (355 KB, PDF)

Blatt 8 (366 KB, PDF)

Blatt 9 (355 KB, PDF)

Blatt 10 (358 KB, PDF)

Probeklausur (359 KB, PDF)

Blatt 11 (345 KB, PDF)

Blatt 12 (384 KB, PDF)

Lösung 1 (94 KB, PDF)

Lösung 2 (631 KB, PDF)

Lösung 3 (957 KB, PDF)

Lösung 4 (74 KB, PDF)

Lösung 5 (68 KB, PDF)

Lösung 6 (68 KB, PDF)

Lösung 7 (69 KB, PDF)

Lösung 8 (69 KB, PDF)

Lösung 9 (96 KB, PDF)

Lösung 10 (71 KB, PDF)

Lösung Probeklausur (86 KB, PDF)

Lösung 11 (96 KB, PDF)

Lösung 12 (116 KB, PDF)


Final Exams

The final exam is a 90 minutes written exam.