After successful completion of the course, students are able to work through a concrete scientific text in econometrics and/or financial and actuarial mathematics and to present the corresponding content in an understandle kind of manner.
Frédéric Abergel, Marouane Anane, Anirban Chakraborti, Aymen Jedidi, and Ioane Muni Toke, Limit Order Books.
Cambridge University Press, Cambridge, 2016.
Nikolaus Hautsch,
Econometrics of financial high-frequency data.
Springer, Heidelberg, 2012.