105.665 AKFVM Seminar on Mathematical Finance
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2015S, SE, 2.0h, 3.0EC


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

Aim of course

Presentation of current research topics in mathematical finance and probability.

Subject of course

Arbitrage theory, incomplete financial markets, utility maximization, market imperfections, credit and interest rate risk, various other current research topics.

Additional information

Research Seminar:
This is primarily a research seminar for the presentation of scientific work of guests, employees and PhD students. Listeners are always welcome.

Talks are announced on the webpage of the Vienna Seminar in Mathematical Finance and Probability: https://fam.tuwien.ac.at/vs-mfp/ (joint seminar of UniVie, WU Wien and TU Wien), and through the FAM-news mailinglist (https://fam.tuwien.ac.at/mailman/listinfo/fam-news).

Master students:
For presentations of students at the end of their masters study the following seminars are intended:
105.029 AKFVM Ausgewählte Kapitel der Finanz- und Versicherungsmathematik
(Sommersemester, SE, 2.0 h, 3.0 ECTS)
105.663 AKFVM Finanz- und Versicherungsmathematik (
Wintersemester, SE, 2.0 h, 3.0 ECTS)

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



Course dates

Thu16:30 - 18:0005.03.2015 - 25.06.2015Sem.R. DA grün 04 .
AKFVM Seminar on Mathematical Finance - Single appointments
Thu05.03.201516:30 - 18:00Sem.R. DA grün 04 .
Thu12.03.201516:30 - 18:00Sem.R. DA grün 04 .
Thu19.03.201516:30 - 18:00Sem.R. DA grün 04 .
Thu26.03.201516:30 - 18:00Sem.R. DA grün 04 .
Thu16.04.201516:30 - 18:00Sem.R. DA grün 04 .
Thu23.04.201516:30 - 18:00Sem.R. DA grün 04 .
Thu30.04.201516:30 - 18:00Sem.R. DA grün 04 .
Thu07.05.201516:30 - 18:00Sem.R. DA grün 04 .
Thu21.05.201516:30 - 18:00Sem.R. DA grün 04 .
Thu28.05.201516:30 - 18:00Sem.R. DA grün 04 .
Thu11.06.201516:30 - 18:00Sem.R. DA grün 04 .
Thu18.06.201516:30 - 18:00Sem.R. DA grün 04 .
Thu25.06.201516:30 - 18:00Sem.R. DA grün 04 .

Examination modalities

(PhD-)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 about his/her own scientific results and attend the other talks of the semester.

Course registration

Not necessary


Study CodeObligationSemesterPrecon.Info
860 GW Optional Courses - Technical Mathematics Mandatory elective


No lecture notes are available.