Seminar Summer Term 2016
Practical Financial Engineering
MSc Finance: Compulsory Course.
This course is only for Master of Finance Students.
|Registration:||Please contact Imma Curato via e-mail to register for this course until Wednesday, April 6th 2016, 12.00 giving name, immatriculation number, semester and a field of study. Please give also your topic preferences (see below).|
Please register also in Hochschulportal!!! The registration will be possible in the second half of June.
|Time and Venue:|
First meeting: 13th April 2016, 14:00 He 18, room 1.20.
The assignment of the topics and a preliminary schedule will be discussed during the first meeting. Please, form preliminary groups of three before this meeting.
If you have any preferences concerning topics, please send it by e-mail. Please, be prepared to suggest more than one topic. Information about the number of students interested in a particular topic will be update on the web page.
If we do not reach an agreement, the topics will be divided at random.
Short presentations and the first version of the paper and the program are expected in Mai/June (see below).
In the short presentation you are supposed to give a general view about the topic you are working on and the main ideas. Each group member should present a part of the presentation. A more detailed description of the topic should be made in the final presentation.
Saturday, 28.05.2016, HeHo 18, 2.20
The first version of the paper should be submitted as a hard copy and additionally send the .pdf file and the first version of the program via e-mail before Monday 6.06.2016, 12 a.m.
All participants in the course are expected to be present during all talks except while attending different courses.
All corrections should be understood as suggestions for the authors of work.
Each team is supposed to prepare a paper and a program and present the results during the final meeting.
Do not forget to explain which group member has done what and to add a signed declaration: " We hereby confirm that the seminar thesis is our own work and that we have used only the stated literature and other means." Please note that the corrected version should be attached to the final version.
Final talks take place on 11.07.2016. He 22 2.02
Group 1 : 9:15 /10:00
Group 4: 16:15/17:00
The final talk should last no more than 40 minutes together with discussion.
All participants in the course are expected to be present during all talks.
The final version of the paper of Group 1,2,3, 8 should be submitted as a hard copy TOGETHER WITH FIRST VERSION (i.e. all my corrections) and additionally send the .pdf file and the program via e-mail before Tuesday 19.07.2016 at 17.00.
The final deadline for Group 4, 5,6,7 is Friday 22.07.2016 at 16.00.
If I am not in my office, please hand in to any other member of Institute of Mathematical Finance (Rooms 1.60-1.62, 2.29, 2.30)
|Prerequisites:||Financial Mathematics I (necessary)|
list of topics:
For stochastic calculus: