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

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.

seminar talks

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.

seminar talks

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.

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