105.663 AKFVM Financial and Actuarial Mathematics
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2013W, SE, 2.0h, 3.0EC

Properties

Semester hours: 2.0
Credits: 3.0
Type: SE Seminar

Aim of course

Introduction to recent works in financial and actuarial mathematics

Subject of course

Incomplete financial markets, duality and optimization in financial markets, martingal theory, stochastic volatility models, modelling and estimation of stochastic dependence, extreme value theory.

Additional information

Vorträge dieser Lehrveranstaltung werden tw. via FAM-news angekündigt, siehe http://www.fam.tuwien.ac.at/events/ für mehr Information (z.B. Abstracts, Vortragsraum, Mailingliste).

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
Fri	09:20 - 16:30	27.09.2013	Hörsaal 6 - RPL	PRisMa Day 2013
Tue	16:30 - 17:30	01.10.2013	Sem.R. DA grün 06A	preparatory meeting (Vorbesprechung)
Tue	16:30 - 18:00	29.10.2013 - 28.01.2014	Sem.R. DA grün 06A	.
Wed	12:00 - 13:00	30.10.2013	FH Hörsaal 3 - MATH	Vortrag Friz

Show single appointments

AKFVM Financial and Actuarial Mathematics - Single appointments

Day	Date	Time	Location	Description
Fri	27.09.2013	09:20 - 16:30	Hörsaal 6 - RPL	PRisMa Day 2013
Tue	01.10.2013	16:30 - 17:30	Sem.R. DA grün 06A	preparatory meeting (Vorbesprechung)
Tue	29.10.2013	16:30 - 18:00	Sem.R. DA grün 06A	Vortrag Fabrykowski
Wed	30.10.2013	12:00 - 13:00	FH Hörsaal 3 - MATH	Vortrag Friz
Tue	05.11.2013	16:30 - 18:00	Sem.R. DA grün 06A	.
Tue	12.11.2013	16:30 - 18:00	Sem.R. DA grün 06A	.
Tue	19.11.2013	16:30 - 18:00	Sem.R. DA grün 06A	.
Tue	26.11.2013	16:30 - 18:00	Sem.R. DA grün 06A	.
Tue	03.12.2013	16:30 - 18:00	Sem.R. DA grün 06A	.
Tue	10.12.2013	16:30 - 18:00	Sem.R. DA grün 06A	.
Tue	17.12.2013	16:30 - 18:00	Sem.R. DA grün 06A	.
Tue	07.01.2014	16:30 - 18:00	Sem.R. DA grün 06A	.
Tue	14.01.2014	16:30 - 18:00	Sem.R. DA grün 06A	.
Tue	21.01.2014	16:30 - 18:00	Sem.R. DA grün 06A	.
Tue	28.01.2014	16:30 - 18:00	Sem.R. DA grün 06A	.

Course registration

Not necessary

Curricula

Study Code	Obligation	Semester	Precon.	Info
860 GW Optional Courses - Technical Mathematics	Mandatory elective

Literature

No lecture notes are available.

Go to Course Materials

Previous knowledge

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

Language

if required in English