Workgroup Financial Mathematics

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Financial Bubbles

Dr. Cristoph Wagner

Schedule and Venue



Fri 8-10

First seminar: Friday 26th April

Room B 252

Seminar Description

Financial bubbles and crashes are well observed phenomena in these days. Bubbles can be defined as a period of unsustainable growth where the price follows a faster-than-exponential power law growth process, often accompanied with log-periodic oscillations.

We look into the research in this field and start with stylized facts of the financial markets and the role of the Ising model of phase transitions as a toy model and extension thereof to model financial systems. From there we treat agent-based models and investigate their dynamic behavior.


To be announced

For whom is this course?

Target Participants: Bachelor students of Business Mathematics and master students of Financial and Insurance mathematics. Please apply by email:

Pre-requisites: Financial Mathematics I+II, Econometrics, Probability Theory.

Applicable credits: 3 ECTs for WP7 and WP12 for bachelor students of Business Mathematics, 3 ECTs for P2.2  for master students of Financial and Insurance mathematics