Teaching Winter Term 2022/23
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Lectures
- 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 in Python with applications to option pricing, Green finance and Climate risk
- Modellierung und Enterprise Risk Management
- Financial Modelling with Stochastic Partial Differential Equations
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Seminars
- Ausgewählte Themen der Finanz- und Versicherungsmathematik
- LMU Christmas Workshop in Stochastics and Finance
- Credit risk modelling
- Fixpunktsätze und (ökonomische) Anwendungen
- Oberseminar Finanz- und Versicherungsmathematik
- Quantitative Finance Interview Preparation Class (0 ECTS)
- Versicherungsmathematisches Kolloquium
- Forschungsseminar Finanzmathematik