- The lectures and exercises are in English.
- Handing in Homework is compulsory.
- All further information and all documents can be found in moodle.
Tuesday, 12:15 to 2 pm (H14)
Wednesday, 12:15 to 2 pm (H14)
Friday, 12:15 to 2 pm (H14)
4 hours lecture + 2 hours exercises
Master students in Mathematics, Master students in Business Mathematics and Master students in Finance
The content is guided by the standards of the DAV. This course provides an introduction to several stochastical and statistical methods of risk modeling and their applications.
Some of the subjects discussed in the lecture are:
The exam is open, but only the first exam will lead to the DAV certificate.
Date, Time and Place can be found on the moodle page.
Handing in homework is mandatory. The prerequisite to register for an exam will be announced in the lecture. To get points in the homework, it is necessary to be registered in moodle.
The DAV-certificate "Stochastische Risikotheorie/ Risikotheorie I" can be obtained after passing the (first) final exam at the end of the semester. The second exam will not lead to the DAV-certificate.