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.

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.

Master's students who want a grade for the seminar should contact one of the lecturers directly to fix a topic. The student then has to present a seminar talk and attend the other talks of the semester.

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