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

2019W, SE, 2.0h, 3.0EC

Properties

Semester hours: 2.0
Credits: 3.0
Type: SE Seminar

Learning outcomes

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

Subject of course

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

Teaching methods

seminar talks

Mode of examination

Immanent

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.

Announcement:
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)
105.051 AKFVM Versicherungs- und Finanzmathematik (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)

Lecturers

Institute

E105 Institute of Statistics and Mathematical Methods in Economics

Course dates

Day	Time	Date	Location	Description
Thu	16:30 - 18:00	03.10.2019 - 30.01.2020	Oskar-Morgenstern-Platz 1, 1090 Wien	AKFVM Seminar in Mathematical Finance and Probability
Tue	16:00 - 18:00	11.02.2020	Sem.R. DC rot 07	Guest presentation: Elisa Alos Alcalde

Show single appointments

AKFVM Seminar in Mathematical Finance and Probability - Single appointments

Day	Date	Time	Location	Description
Thu	03.10.2019	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	AKFVM Seminar in Mathematical Finance and Probability
Thu	10.10.2019	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	Benjamin Jourdain (CERMICS): Differentiability of the squared quadratic Wasserstein distance
Thu	17.10.2019	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	Mathias Beiglböck (Univ. Vienna): An introduction to weak adapted topologies
Thu	24.10.2019	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	AKFVM Seminar in Mathematical Finance and Probability
Thu	31.10.2019	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	AKFVM Seminar in Mathematical Finance and Probability
Thu	07.11.2019	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	AKFVM Seminar in Mathematical Finance and Probability
Thu	14.11.2019	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	AKFVM Seminar in Mathematical Finance and Probability
Thu	21.11.2019	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	AKFVM Seminar in Mathematical Finance and Probability
Thu	28.11.2019	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	AKFVM Seminar in Mathematical Finance and Probability
Thu	05.12.2019	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	AKFVM Seminar in Mathematical Finance and Probability
Thu	12.12.2019	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	AKFVM Seminar in Mathematical Finance and Probability
Thu	09.01.2020	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	Wei Xu (HU Berline): t.b.a.
Thu	16.01.2020	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	AKFVM Seminar in Mathematical Finance and Probability
Thu	23.01.2020	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	AKFVM Seminar in Mathematical Finance and Probability
Thu	30.01.2020	16:30 - 18:00	Oskar-Morgenstern-Platz 1, 1090 Wien	AKFVM Seminar in Mathematical Finance and Probability
Tue	11.02.2020	16:00 - 18:00	Sem.R. DC rot 07	Guest presentation: Elisa Alos Alcalde

Examination modalities

seminar talks

Course registration

Not necessary

Curricula

Study Code	Obligation	Semester	Precon.	Info
860 GW Optional Courses - Technical Mathematics	Not specified

Literature

No lecture notes are available.

Miscellaneous

Course homepage

Language

English