Institute of Mathematical Finance
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Institute of Mathematical Finance
People
People
Prof. Dr. Alexander Lindner
Prof. Dr. Alexander Lindner
Publications and Preprints
Research Interests
Teaching
Supervision Bachelor/Master Thesis
PhD Students
Editorial Work
Prof. Dr. Robert Stelzer
Prof. Dr. Robert Stelzer
Publications and Preprints
Research Interests
Teaching
Supervision Bachelor/Master Theses
PhD Students
Organised Scientific Events
Various Information
Prof. Dr. h.c. Gerhard Stahl
Eva Nacca (office)
Dr. Imma Curato
Farid Mohamed
Jana Reker
Bennet Ströh
Former members
Courses
Courses
Summer 2020
Summer 2020
Time Series Econometrics
Weiterführende Mathematik und Statistik für Wirtschaftswissenschaften
Practical Financial Engineering
Elements of Statistical Learning
Seminar Financial Time Series Analysis
Financial Mathematics II
Stochastic Analysis
Statistical Learning
Winter 2019/20
Winter 2019/20
An Introduction to Measure Theoretic Probability
Ökonometrie
Financial Mathematics I
Analysis I
Analysis I
Seminar: Time Series Modeling in Continuous Time
WiMa Praktikum II (Finanzmathematik)
Summer 2019
Summer 2019
Numerical Methods for SDEs
Financial Mathematics II
Stochastic Analysis
Advanced Econometrics
Angewandte Stochastik I
Practical Financial Engineering
Extreme Value Theory
Seminar: SDEs and Applications
Winter 2018/2019
Winter 2018/2019
DAV Supplement
Analysis I
Statistical Learning
An Introduction to Measure Theoretic Probability
Financial Mathematics I
Analysis I
Seminar: Stochastic Partial Differential Equations
WiMa Praktikum II (Finanzmathematik)
Summer 2018
Summer 2018
Time Series Analysis
Analysis I
Financial Mathematics II
Stochastic Analysis
Practical Financial Engineering
Seminar: Statistical Learning in the Computer Age
Introduction to Econometric Time Series Analysis
Bachelor/Master Theses
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Major Financial Mathematics
Major Financial Mathematics
What is Financial Mathematics
Courses Curriculum
Upcoming Events
Past Events
Past Events
Lévy Processes and Time Series Analysis
From Analysis to Stochastics
Workshop
Summer School
Workshop Statistics
Summer Academy on Advanced Stochastic Methods to Model Risk
LBBW Trading Room
MSc Finance
Contact
The Faculty
DE
Research Interests
Stochastic processes
Lévy processes
Time series analysis
Statistics for stochastic processes
Extreme value theory
Modelling in mathematical finance and risk theory
