Model Uncertainty and Applications in Finance

Georg Bollweg

Schedule and Venue

EventsDate/TimeRoom
Lecture21.09.2026,
9:00 - 12:30, 14:00 - 17:30
B 251
Lecture22.09.2026,
9:00 - 12:30, 14:00 - 17:30
B 251
Lecture23.09.2026,
9:00 - 12:30, 14:00 - 17:30
B 251
Lecture24.09.2026,
9:00 - 12:30, 14:00 - 17:30
B 251
Lecture25.09.2026,
9:00 - 12:30, 14:00 - 17:30
B 251
Lecture30.09.2026,
9:00 - 12:00, 13:00 - 15:00
D 016
Richard-Wagner-Straße 10

Target Participants: Master students of Financial and Insurance Mathematics.

Pre-requisites: Probability theory, stochastic processes in continuous time, partial differential equations.

Applicable credits: Students may apply the credits from this course to:

  • Advanced Topics in Financial Mathematics (WP 16, PO 2021)