Department of Mathematics

Mathematical Finance

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Lecturers Prof. J.Teichmann

Lecture Wednesday




HG D 3.2

HG D 3.2


First lecture
Wed 18/09/2013
First exercise class
Thu 19/09/2013

Course description

This course gives an advanced-level introduction to mathematical finance for students with a strong background in probability. It presents an overview of the main concepts, questions and approaches in the field, both in discrete and continuous time.



Students are expected to have a solid knowledge of (measure-theoretic) probability and stochastic processes as taught in the courses "Wahrscheinlichkeitstheorie/Probability Theory" and "Brownian Motion and Stochastic Calculus". Lecture notes for both courses can be be purchased during the assistant hour ("Präsenz").

Lecture notes

No official lecture notes are available.

Complementary Material: 

Exercise classes

Assistant hour ("Präsenz") and office hour

Examination details



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© 2016 Mathematics Department | Imprint | Disclaimer | 25 September 2013