Institute of Mathematics

Lecture courses/details

Introduction to mathematical finance

Speaker: Gaultier Lambert, Ashkan Nikeghbali



If you have time, could you please fill in the online course evaluation before December 9 in order to help us improve the course in the future. Thanks for your feedback.

There will be an exam session on December 21 from 9:00-12:00 in room Y27H28 and another exam session on February 4 from 9:00-12:00 in room Y27H26. All students can register for a single exam! If you want to register for the exam on December 21, you should send an email to Gabriele and cc Gaultier before December 5. You do not need to contact us to take the exam session on February 4. You are not allowed to bring any notes to the exam nor cheat.

There will be no exercise assignments due on December 12. Instead we will upload on December 5 a past exam without the solutions so that you can practice. This past exam is not going to be graded, but you can ask your questions about this past exam during the exercise class on December 19.

The repetition exam in August will consist of:
- a written part (duration: 40 minutes) with an exercise,
- an oral part (duration: roughly 20 minutes) with questions about the content of the course.
The same rules for the previous exams apply: students can NOT bring notes, but they can bring simple, non-programmable calculators, if they want.

Lectures

We 14.00 - 15.45
Room: Y27H46

Exercises

We 16.15 - 18.00
Y27H46
Exercises Introduction to mathematical finance

For further information please contact:

Exam

Module: 04.02.2019 9:00-12:00, Room: Y03G91, Type: written exam
Repetition: 28.08.2019 9:00-13:00, Room: Y27H25, Type: oral exam
Schriftlich & Mündlich

Module: MAT519 Introduction to mathematical finance