Teaching Winter Term 2022/23
Teaching Winter Term 2022/23
Lectures
- Computational Finance and its implementation in Python with applications to option pricing, Green finance and Climate risk
- Computational Finance and its Object Oriented Implementation (with Application to Interest-Rates and Hybrid Models)
- Finanzmathematik II / Stochastic Calculus and Arbitrage Theory in Continuous Time
- Finanzmathematik in diskreter Zeit
- Financial Modelling with Stochastic Partial Differential Equations
- Modellierung und Enterprise Risk Management
Seminars
- Ausgewählte Themen der Finanz- und Versicherungsmathematik
- Credit risk modelling
- Fixpunktsätze und (ökonomische) Anwendungen
- Forschungsseminar Finanzmathematik
- LMU Christmas Workshop in Stochastics and Finance
- Oberseminar Finanz- und Versicherungsmathematik
- Quantitative Finance Interview Preparation Class
- Versicherungsmathematisches Kolloquium