Finance C – Winter Term 2018/19

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 Slides for Chapter 8 (January 23) are now available for download below.
  • The Slides of Artem Bakman’s Practitioner Talk are now available for download below.

Practitioner Talks
Starting January, there will be practitioner talks on the following dates:

  • January 09, 14:15h: Tobias Marenburg (Bank Julius Bär) – ETFs in Europe
  • January 16, 10:15h: Artem Bakman (NordLB) – Crypto Technology in the Financial Industry
  • January 30, 10:15: Matthias Ruppenthal (PayPal International) – On PayPal and Regulatory Reporting Requirements
  • February 06, 14:15: Dr. Giles Nzouankeu (CreditPlus) – Measuring Credit Risk and Future Developments in Risk Management

General Information

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.

Exercise Sheets

The exercise sheets and solutions can be downloaded here: