Courses
Seminar Summer Term 2017
Practical Financial Engineering
Lecturer:  Imma Curato 
Type:  MSc Finance: Compulsory Course. This course is only for Master of Finance Students. 
Registration:  Please contact Imma Curato via email to register for this course until Wednesday, April 12th 2017, 12.00 giving name, immatriculation number, semester and a field of study. Please give also your topic preferences (see below) and the names of the students with whom you would like to form a group. You can also directly register as a "group" sending a unique email in which the information regarding each students of the group are included. The groups are composed by 3 students. Just two groups of 4 students are allowed and only to prepare the topics 11 and 12.

Please register also in Hochschulportal!!! The registration will be possible in the second half of June.  
Time and Venue of the meetings  
First Meeting:  21th April 2017, N252103, 14:1515:45 The assignment of the topics and a preliminary schedule will be discussed during the first meeting. If an agreement on the topics and the composition of the groups is not reached, the Lecturer will assign the topics and form the group randomly.

First talks:  07/06/2017, He 1.20, from 4:30 pm Talks' Schedule: Group A 16:3016:50 Group B 16:5017:10 Group C 17:1017:30 Group E 17:3017:50 10 minutes break Group F 18:0018:20 Group G 18:2018:45 Group H 18:4519:05 Group D 19:0519:25 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. The presentation lasts 15 minutes + 5 minutes discussions (for the groups of 3 persons) The presentation lasts 20 minutes + 5 minutes discussions (for the groups of 4 persons) The paper should not exceed the 15 pages and has to be structured as following:
The programming languages allowed in the course are Matlab and R. 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 email before 12/06/2017 at 4 pm. 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. 
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.  
 Each group is, then, supposed to prepare a final paper and a program to present during the final meeting. If I am not in my office, please hand in the paper to any other member of Institute of Mathematical Finance (Rooms 1.601.62, 2.29, 2.30)

Final Talks:  15/07/2017 from 9:30 am He18 2.20 Talks' Schedule: Group A 9:3010:15 Group B 10:1511:00 10 minutes break Group C 11:1011:55 Group D 11:5512:40 Lunch break 35 minutes Group E 13:1514:00 Group F 14:0014:45 10 minutes break Group G 14:5515:40 Group H 15:4016:25 The final talk lasts 40 minutes + 5 minutes discussions All participants in the course are expected to be present during all talks. The firnal version of the paper should be submitted as a hard copy and additionally send the .pdf file and the programs via email before 17/07/2017 at 6 pm. If I am not in my office, please hand in the paper to any other member of Institute of Mathematical Finance (Rooms 1.601.62, 2.29, 2.30)

Prerequisites:  Financial Mathematics I (necessary) 
Content: 

Preliminary list of topics: 

Literature: 
For stochastic calculus:

Programming Languages:  MIT Opencourseware Online course (Matlab) 
 
 