Further information
The lecture will be held in English.
Derivatives
Dates
See Moodle, for the planned course dates.
Course Material
All documents for the lecture can be found in Moodle. So please register for the lecture in Moodle. On the course website in Moodle, you can also find all the information necessary for the running of the course.
Course Content
Designated topics are:
- models in insurance and finance: cash flows and pricing
- default risk modelling: structural models and barrier option frameworks
- optimal asset allocation, including applications in sustainable finance
- product innovation in insurance and finance, such as tontines and sustainability-linked bonds
- (term structure of interest rate, mortality modelling)
Exam
See Moodle, for the dates of and further information on the exam.
Audience
The lecture is oriented at master students from "Mathematics and Management", "Economics" or "Finance".