Teaching
Overview of all teaching events for current semesters, covering both the master's and bachelor's programs.
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Summer term 2026
Additional lectures and seminars will be announced soon.
Lectures
- Angewandte Finanzmathematik
- Finanzmathematik III / Fixed Income Markets and Credit Derivatives
- Finanzmathematik IV / Quantitative Risk Management
- Introduction to Object-Oriented Programming in Java
- Numerical Methods for Financial Mathematics
- Mathematical Modelling with Stochastic Partial Differential Equations
Winter term 2025/26
Lectures
- Computational Finance and its Object Oriented Implementation
- Finanzmathematik in diskreter Zeit
- Finanzmathematik II / Stochastic Calculus and Arbitrage Theory in Continuous Time
- Intensive Course in quantLab
- Introduction to Probability
- Optimierung
- Personenversicherungsmathematik
- Schadenversicherungsmathematik
- Stochastic Processes
Seminars
- Advanced Topics in Mathematical Finance (Forschungsseminar)
- Applications of convex optimization
- Oberseminar Finanz- und Versicherungsmathematik
- Reading Course: Martingales in Continuous Time
- Stochastic Differential Equations
- Versicherungsmathematisches Kolloquium
- Lévy Processes in Finance
- Stochastics and Finance Workshop
Seminars
- Advanced Topics in Mathematical Finance (Forschungsseminar)
- Oberseminar Finanz- und Versicherungsmathematik
- Backward Stochastic Differential Equations with jumps and their actuarial and financial applications
- Credit risk modelling
- Stochastic Volterra Integral Equations
- Reading Course: Stochastic Analysis
- Versicherungsmathematisches Kolloquium
- QuantLab Tutorium