105.029 AKFVM Selected topics in stochastics
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2020S, SE, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: SE Seminar

Learning outcomes

After successful completion of the course, students are able to...

read up on a scientific (mathematical) topic and work scientifically with their acquired knowledge,
specify topics they have not yet mastered and acquire them by using scientific literature,
present scientific results

Subject of course

Introduction to recent works in financial and actuarial mathematics Introduction to recent works in financial and actuarial mathematics
Incomplete financial markets, duality and optimization in financial markets, martingale theory, stochastic volatility models, modelling and estimation of stochastic dependence, extreme value theory.

Teaching methods

seminar talks

Mode of examination

Immanent

Additional information

This seminar mainly comprises guest talks and presentations of master's theses of the research group financial and actuarial mathematics. However, any master's student can participate and receive a grade.
Guest talks of this seminar are announced on the FAM webpage, see https://fam.tuwien.ac.at/events/ (mailing list: https://fam.tuwien.ac.at/mailman/listinfo/fam-news).
Presentations of master's theses and other student's talks will be announced through TISS news.


Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: http://www.tuwien.ac.at/fileadmin/t/ukanzlei/t-ukanzlei-english/Plagiarism.pdf
Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: https://www.tuwien.ac.at/fileadmin/t/ukanzlei/t-ukanzlei-english/Plagiarism.pdf
Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: https://www.tuwien.at/fileadmin/Assets/dienstleister/Datenschutz_und_Dokumentenmanagement/Plagiarism.pdf

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue16:00 - 18:0003.03.2020 - 30.06.2020Sem.R. DA grün 06A .
AKFVM Selected topics in stochastics - Single appointments
DayDateTimeLocationDescription
Tue03.03.202016:00 - 18:00Sem.R. DA grün 06A .
Tue10.03.202016:00 - 18:00Sem.R. DA grün 06A .
Tue17.03.202016:00 - 18:00Sem.R. DA grün 06A .
Tue24.03.202016:00 - 18:00Sem.R. DA grün 06A .
Tue31.03.202016:00 - 18:00Sem.R. DA grün 06A .
Tue21.04.202016:00 - 18:00Sem.R. DA grün 06A .
Tue28.04.202016:00 - 18:00Sem.R. DA grün 06A .
Tue05.05.202016:00 - 18:00Sem.R. DA grün 06A .
Tue12.05.202016:00 - 18:00Sem.R. DA grün 06A .
Tue19.05.202016:00 - 18:00Sem.R. DA grün 06A .
Tue26.05.202016:00 - 18:00Sem.R. DA grün 06A .
Tue09.06.202016:00 - 18:00Sem.R. DA grün 06A .
Tue16.06.202016:00 - 18:00Sem.R. DA grün 06A .
Tue23.06.202016:00 - 18:00Sem.R. DA grün 06A .
Tue30.06.202016:00 - 18:00Sem.R. DA grün 06A .

Examination modalities

seminar talks

Course registration

Not necessary

Curricula

Literature

No lecture notes are available.

Previous knowledge

Advanced knowledge in financial and actuarial mathematics, preferably on the level of a final-year Master or a PhD student.

Language

if required in English