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.

2022W, SE, 2.0h, 3.0EC

Properties

Semester hours: 2.0
Credits: 3.0
Type: SE Seminar
LectureTube course
Format: Presence

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 link at the appointments.
Presentations of master's theses and other student's talks will be announced through TISS or TUWEL news.

Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: Directive concerning the handling of plagiarism (PDF)

Lecturers

Institute

E105 Institute of Statistics and Mathematical Methods in Economics

Course dates

Day	Time	Date	Location	Description
Tue	16:00 - 18:00	04.10.2022 - 24.01.2023	Sem.R. DC rot 07	.
Tue	16:00 - 20:00	18.10.2022	FH 8 Nöbauer HS - MATH	17:00 Gastvortrag Anselm Fleischmann: https://fam.tuwien.ac.at/vr/20221018.php
Mon	16:00 - 20:00	23.01.2023	FH 8 Nöbauer HS - MATH	Gastvortrag Gabriele Hollmann: https://fam.tuwien.ac.at/vr/20230123.php
Tue	16:00 - 20:00	28.02.2023	FH 8 Nöbauer HS - MATH	Gastvortrag Matthias Widman: https://fam.tuwien.ac.at/vr/20230228.php

Show single appointments

AKFVM Selected topics in stochastics - Single appointments

Day	Date	Time	Location	Description
Tue	04.10.2022	16:00 - 18:00	Sem.R. DC rot 07	.
Tue	11.10.2022	16:00 - 18:00	Sem.R. DC rot 07	.
Tue	18.10.2022	16:00 - 18:00	Sem.R. DC rot 07	.
Tue	18.10.2022	16:00 - 20:00	FH 8 Nöbauer HS - MATH	17:00 Gastvortrag Anselm Fleischmann: https://fam.tuwien.ac.at/vr/20221018.php
Tue	25.10.2022	16:00 - 18:00	Sem.R. DC rot 07	.
Tue	08.11.2022	16:00 - 18:00	Sem.R. DC rot 07	.
Tue	22.11.2022	16:00 - 18:00	Sem.R. DC rot 07	.
Tue	29.11.2022	16:00 - 18:00	Sem.R. DC rot 07	.
Tue	06.12.2022	16:00 - 18:00	Sem.R. DC rot 07	.
Tue	13.12.2022	16:00 - 18:00	Sem.R. DC rot 07	.
Tue	10.01.2023	16:00 - 18:00	Sem.R. DC rot 07	.
Tue	17.01.2023	16:00 - 18:00	Sem.R. DC rot 07	.
Mon	23.01.2023	16:00 - 20:00	FH 8 Nöbauer HS - MATH	Gastvortrag Gabriele Hollmann: https://fam.tuwien.ac.at/vr/20230123.php
Tue	24.01.2023	16:00 - 18:00	Sem.R. DC rot 07	.
Tue	28.02.2023	16:00 - 20:00	FH 8 Nöbauer HS - MATH	Gastvortrag Matthias Widman: https://fam.tuwien.ac.at/vr/20230228.php

Examination modalities

seminar talk

Course registration

Begin	End	Deregistration end
31.08.2022 00:00	29.12.2022 22:59	29.12.2022 22:59

Registration modalities

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

Curricula

Study Code	Obligation	Semester	Precon.	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