Courses

 Seminar Summer Term 2013


Risk Measures: Theory and Financial Applications

 

Lecturer:
Robert Stelzer and Zywilla Fechner
Type:Master
Registration:
To register for the seminar, please write an E-Mail to Zywilla Fechner until March 18th 2013. In the e-mail please give your name,  immatriculation number, your course of studies and subjects you have taken in the area of Financial Mathematics. The number of participants is limited to 15 students.
News:

The first talk is on 23/05/2013 in He22E18 at 16.15.

   
First meeting
(assignment of topics):
March 22nd 2013, 11.00-12.00, He18E20
Prerequisites: Financial Mathematics I (necessary)
Stochastik II (desirable)
Time and Venue: Thursdays, 16:15-17:45, He22 E18. Detailed schedule has been sent by e-mail.
Literature:
  • Föllmer, H.; Schied, A., Stochastic Finance. An Introduction in Discrete Time, De Gruyter 2010
  • Pflug, G.; Römisch, W., Modeling, Measuring and Managing Risk, World Scientific, 2007