Finance C / Foundations of Mathematical Finance – Winter Term 2018/19
On this webpage, you find all information pertaining to my course Finance C / Foundations of Mathematical Finance held jointly with Dr. Sebastian Geissel in the winter term 2018/19 at the University of Trier.
- The afternoon lecture on Wednesday, November 14, 14:15h is cancelled due to the Dies Academicus. The morning lecture at 10:15h is, however, still on.
- The first exercise sheet, which will be discussed on November 12, is now available for download below.
- The schedule for next week is:
- November 12 (Monday), 14:15 – 15:45: Exercise Class by Artem Dyachenko
- November 14 (Wednesday), 10:15 – 11:45: Lecture by Christoph Belak
- November 14 (Wednesday), 14:15 – 15:45: No Lecture (Dies Academicus)
The lectures take place on
- Wednesday, 10:15 – 11:45 in HS 12.
- Wednesday, 14:15 – 15:45 in HS 5.
The exercise classes are organized by Artem Dyachenko and take place on
- Monday, 14:15 – 15:45 in HS 12.
Lecture Notes and Slides
The lecture notes and slides presented during the lectures can be download here. The password will be announced during the first lecture.
- Chapter 1: General Background on Derivative Markets (Slides)
- Chapter 1: The Crisis of Credit Visualized (Video)
- Chapters 2-5: Foundations of Mathematical Finance (Lecture Notes by Prof. Frank Seifried)
- Erratum: In the proof of Theorem 3 (put-call parity), it should say “Sell S for S(t)” for the trading strategy at time t (first line on page 11).
- Section 1.3 on Financial Market Equilibrium and Arbitrage was not covered in the lectures.
The exercise sheets can be downloaded here: