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.

News

  • The Solutions to Excerise Sheet 3 have been uploaded.
  • The Slides for Chapter 10 (February 06) have been updated.
  • The Excel Sheet for Chapter 10 (February 06) has been uploaded.
  • The Full Set of Slides for the Economics part of the lecture has been uploaded as a single file.

Exam
The written exam takes place on

  • Tuesday, February 12, 2019, at 14:00h in HS3.

You are allowed (and should) bring a calculator as well as one A4 sheet of paper with handwritten notes (you may write notes on both sides of the paper).

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, Slides, and Excel Sheets

The lecture notes and slides presented during the lectures can be download here. The password was announced during the first lecture.

You may also download all files individually and check out the Excel sheets for each lecture:

Exercise Sheets

The exercise sheets and solutions can be downloaded here: