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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.

2023S, SE, 2.0h, 3.0EC


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


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

Tue16:00 - 18:0007.03.2023 - 27.06.2023Sem.R. DC rot 07 .
Fri13:00 - 16:0023.06.2023FH Hörsaal 4 Vinzenz Lichtenwallner, Milena Sipovac, Enes Keser
Fri16:00 - 17:0023.06.2023FH Hörsaal 4 Extra time: Markus Grafl
AKFVM Selected topics in stochastics - Single appointments
Tue07.03.202316:00 - 18:00Sem.R. DC rot 07 .
Tue14.03.202316:00 - 18:00Sem.R. DC rot 07 .
Tue21.03.202316:00 - 18:00Sem.R. DC rot 07 .
Tue28.03.202316:00 - 18:00Sem.R. DC rot 07 .
Tue18.04.202316:00 - 18:00Sem.R. DC rot 07 .
Tue25.04.202316:00 - 18:00Sem.R. DC rot 07 .
Tue02.05.202316:00 - 18:00Sem.R. DC rot 07 .
Tue09.05.202316:00 - 18:00Sem.R. DC rot 07 .
Tue16.05.202316:00 - 18:00Sem.R. DC rot 07 .
Tue23.05.202316:00 - 18:00Sem.R. DC rot 07 .
Tue06.06.202316:00 - 18:00Sem.R. DC rot 07 .
Tue13.06.202316:00 - 18:00Sem.R. DC rot 07 .
Tue20.06.202316:00 - 18:00Sem.R. DC rot 07 .
Fri23.06.202313:00 - 16:00FH Hörsaal 4 Vinzenz Lichtenwallner, Milena Sipovac, Enes Keser
Fri23.06.202316:00 - 17:00FH Hörsaal 4 Extra time: Markus Grafl
Tue27.06.202316:00 - 18:00Sem.R. DC rot 07 .

Examination modalities

seminar talks

Course registration

Begin End Deregistration end
31.12.2022 00:00 31.03.2023 23:59 31.03.2023 23:59

Registration modalities

Bei Interesse an einem Vortrag (und damit an einem  Zeugnis) bitte mit der Betreuerin bzw. dem Betreuer der Diplomarbeit sprechen oder sonst einen der LVA-Leiter kontaktieren.


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


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