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.

2021S, SE, 2.0h, 3.0EC


  • Semester hours: 2.0
  • Credits: 3.0
  • Type: SE Seminar
  • Format: Distance Learning

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


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)



Course dates

Tue16:30 - 17:3020.04.2021 Zoom (see TUWEL) (LIVE)Vortrag Noah Weber
Tue16:30 - 17:3015.06.2021 Zoom (see TUWEL) (LIVE)Diplomarbeit Kristof Wiedermann

Examination modalities

seminar talks

Course registration

Begin End Deregistration end
21.04.2021 00:00 30.06.2021 23:59 30.06.2021 23:59

Registration modalities

Anmeldung nur für Zugang bei TUWEL-Kurs



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.


if required in English