Lecture Winter Term 2017/2018
Financial Mathematics I
Lecturer: | Alexander Lindner | |
Class and Tutorial Teacher: | Dirk Brandes | |
Type: | MSc. Finance: compulsory course Bachelor/Master Mathematik: Wahlpflichtmodul im Bereich Angewandte Mathematik Bachelor WiMa: Wahlplichtmodul im Bereich SOF Master WiMa: Pflichtmodul | |
News: | The exam takes place on Monday, 26th of February 2018, from 12 to 14:30 pm in H3 and H4/5. The room arrangement is as follows:
The first lecture is scheduled on Thursday, 19th October 2017, in N25-H3 from 12 pm to 14 pm. There is an additional lecture on Tuesday, 24th October, in N25-H3 from 14 pm to 16 pm. The first exercise class takes place on Friday, 27th October, in N24-H12 from 10 am to 12 am. To provide information for the lecture and the exercise sheets, we are using Moodle. The password you need to enter the course was given to you in the first lecture. The DAV supplement takes place on every Monday and Wednesday between 06/11/2017 and 29/11/2017, 18:00 - 19:30, N24-H14. For more details and future information see DAV Supplement. | |
Time and Venue: | Lecture:
Exercise Class:
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Final Exam: | written, 26th of February 2018 in H2, H3 and H4/5 from 12-14 or 15 pm depending on wether the participant writes just FiMa I or also the DAV supplement. A retake will take place on the 10th of April 2018. The Financial Mathematics I exam is open. That means that you can chose the date at which you want to write the exam. Note that, if you want to write also the DAV part, you have to write the exam at the first appointment, 26th of February 2018. Prerequisite: 50% of the overall exercise points. To participate in the final exam, you have to register first for the precourse (Vorleistung) at campusonline.uni-ulm.de until February the 9th 2018. Afterwards we will enter whether you have passed the precourse or not in the system. If you have passed the precourse, you can register for the Financial Mathematics I exam until February the 22nd 2018. If you miss to register for either the precourse or the exam, you cannot attend the final exam. Authorized Auxiliaries (FiMa I):
Authorized Auxiliaries (DAV-Part):
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Prerequisites: | Analysis I+II; Lineare Algebra I+II; Stochastik I; Elementary Probability, Statistics and Measure Theory or Introduction to Measure Theoretic Probability (can be attended in the same winter term, beginning on 09/10/2017). | |
Contents: | This course covers the fundamental principles and techniques of Financial Mathematics in discrete- and continuous-time models. Specific topics are
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Literature: | A list of reference books would cover the following works:
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Exercise sheets: | ||
Lecture notes: |