Workgroup Financial Mathematics

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Finanzmathematik I

Prof. Dr. Francesca Biagini, Jacopo Mancin

Schedule and Venue

Prof. Dr. Francesca Biagini

Tue 12:15-13:45

Wed 10:15-11:45

Room B 004

Room B 004

Jacopo Mancin
Tue 16:00-17:30 Room B 004


Martin Bauer (

Wed 14:00-16:00 Room B 133

Final Exam

Tue 03.02.2015


B 138

Re-take Exam

Tue 14.04.2015


B 139

For details of the test exam see below.



Viewing the exam will be possible on Wednesday 22nd of April, in room B229, from 16.00 to 17.00.

Exam results

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. 

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 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.

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.