Teaching Winter Term 2020/21
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Lectures
- Convex Stochastic optimization
- Finanzmathematik in diskreter Zeit
- Finanzmathematik II / Stochastic Calculus and Arbitrage Theory in Continuous Time
- Computational Finance and its Object Oriented Implementation (with Application to Interest-Rates and Hybrid Models)
- Computational Finance and its implementation with applications to option pricing
- Modellierung und Enterprise Risk Management
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Seminars