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
Dr. Gerhard Stahl
Eva Nacca (office)
Dr. Imma Curato
David Berger
Dr. Dirk Brandes
Jana Reker
Bennet Ströh
Former members
Courses
Courses
Winter 2019/20
Winter 2019/20
Seminar: Continuous Time Series Analysis
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
Winter 2017/2018
Winter 2017/2018
Analysis I
WiMa Praktikum II (Finanzmathematik)
Financial Mathematics I
Seminar: Continuous Time Series Analysis
An Introduction to Measure Theoretic Probability
DAV Supplement
Interest Rate Models
Summer 2017
Summer 2017
Financial Mathematics II
Lévy Processes
Advanced Econometrics
Practical Financial Engineering
Seminar: Stochastic Simulation
Time Series Analysis
Winter 2016/2017
Winter 2016/2017
An Introduction to Measure Theoretic Probability
DAV Supplement
Financial Mathematics 1
Seminar: Rough Paths
WiMa Praktikum II (Finanzmathematik)
Ökonometrie
Summer 2016
Summer 2016
Practical Financial Engineering
Introduction to Econometric Time Series Analysis
Computational Finance
Seminar: Garch Models and Financial Applications
Financial Mathematics II
Analysis I
Winter 2015/2016
Winter 2015/2016
An Introduction to measure theoretic probability
DAV Supplement
Financial Mathematics I
Lévy Processes
Ökonometrie
Seminar: Brownian motion
Time Series Analysis
Seminar: Lévy processes in Finance
WiMa Praktikum II (Finanzmathematik)
Summer 2015
Summer 2015
Financial Mathematics II
Interest Rate Models
Markov Chains
Multivariate Time Series
Practical Financial Engineering
Seminar: Copulas
Seminar: Long Memory Processes and Financial Applications
Wirtschaftsstatistik
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
