Introduction to recent works in financial and actuarial mathematics
Incomplete financial markets, duality and optimization in financial markets, martingal theory, stochastic volatility models, modelling and estimation of stochastic dependence, extreme value theory.
Lectures are announced via FAM-NEWS, see http://www.fam.tuwien.ac.at/events/ for more information (e.g. abstracts, lecture hall).
Not necessary
Advanced knowledge in financial and actuarial mathematics, preferable on the level of a final-year Master or a PhD student.