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.

2020W, SE, 2.0h, 3.0EC
TUWEL

Properties

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

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: Directive concerning the handling of plagiarism (PDF)

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue16:30 - 17:3006.10.2020 https://fam.tuwien.ac.at/vr/20201006.php (LIVE)Dietmar Hareter und Fabian Pribahsnik "Data Science im Live-Betrieb (Ein Online-Vortrag von Praktikern für Praktiker_innen)"
Tue16:30 - 18:0020.10.2020 - 26.01.2021 Zoom / siehe TUWEL (LIVE).
Tue16:00 - 18:0027.10.2020 Zoom / siehe TUWEL (LIVE)Seminar-Projekt: Case Studies.. - Vorstellung Case Studies
Tue16:00 - 18:0003.11.2020 Zoom / siehe TUWEL (LIVE)Seminar-Projekt: Präsentation Lösung Case Studies (durch Studierende)
AKFVM Selected topics in stochastics - Single appointments
DayDateTimeLocationDescription
Tue06.10.202016:30 - 17:30 https://fam.tuwien.ac.at/vr/20201006.phpDietmar Hareter und Fabian Pribahsnik "Data Science im Live-Betrieb (Ein Online-Vortrag von Praktikern für Praktiker_innen)"
Tue20.10.202016:30 - 18:00 Zoom / siehe TUWEL.
Tue27.10.202016:00 - 18:00 Zoom / siehe TUWELSeminar-Projekt: Case Studies.. - Vorstellung Case Studies
Tue03.11.202016:00 - 18:00 Zoom / siehe TUWELSeminar-Projekt: Präsentation Lösung Case Studies (durch Studierende)
Tue10.11.202016:30 - 18:00 Zoom / siehe TUWEL.
Tue17.11.202016:30 - 18:00 Zoom / siehe TUWELStudierendenvortrag (Lia Kvitelashvili: Worst-Case-Szenarien in Pensionskassen)
Tue24.11.202016:30 - 18:00 Zoom / siehe TUWEL.
Tue01.12.202016:30 - 18:00 Zoom / siehe TUWEL.
Tue15.12.202016:30 - 18:00 Zoom / siehe TUWEL.
Tue12.01.202116:30 - 18:00 Zoom / siehe TUWEL.
Tue19.01.202116:30 - 18:00 Zoom / siehe TUWEL.
Tue26.01.202116:30 - 18:00 Zoom / siehe TUWEL.

Examination modalities

seminar talks

Course registration

Begin End Deregistration end
27.10.2020 00:00 31.12.2020 23:59 31.12.2020 23:59

Registration modalities

Die Anmeldung ist nur für den Zugang zum TUWEL-Kurs notwendig!

Group Registration

GroupRegistration FromTo
Ausarbeitung Case Studies08.10.2020 00:0022.10.2020 23:59

Curricula

Study CodeObligationSemesterPrecon.Info
860 GW Optional Courses - Technical Mathematics Not specified

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