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Financial Mathematics

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Financial Mathematics


  • Final lecture on Mo July 17. Information on next term after the lecture at about 13:15.
  • Additional tutorial on Th July 20, 15:30 in 48-268 (tutorial at 11:45 also takes place).
  • Update of lecturenotes  (only correcting some typos, July 17).


Lecture times:

  • Monday 11:45 - 13:15 in 48-210 and
  • Thursday 15:30 - 17:00 in 46-268.

Topics: See module description.

Prerequisites: Probability Theory.



  • Thursdays 11:45 - 13:15 in 48-538.

Tutorials start in the second week.

Exercise sheets have to be handed in Tuesdays at 10:00 at the boxes next to 48-210. They are available the Tuesday before. Exercises are marked with 0, 1, 2, 3 or 4 points (no contribution . . . perfect). For the second week (first tutorials) there is no hand-in.

For an Übungsschein (certificate) you have to

  • hand in your solutions in groups of at most 2 and 
  • get on 50% of the exercises at least 1 point and on additional 25% at least 3 points,
  • attend the tutorials,
  • participate actively (e.g. present your solutions).

Please note that for a master lecture this Übungsschein is in general not required but that the contents of the exercises will also be part of the oral exams.


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