Frühere Lehrveranstaltungen
Wintersemester 2023/24
Sommersemester 2023
- Continuous Time Finance (FIM)
- Dynamic Portfolio Optimization
- Equity and Option Trading Seminar
- Financial Econometrics (FIM)
- Financial Mathematics 2
- Insurance Mathematics 2
- Quantitative Risk Management
- Seminar on recent topics in credit insurance
- Stochastic models for tariff calculation, loss reserving and reinsurance and their applications
Wintersemester 2022/23
- Actuarial Risk Theory
- Advanced Seminar Survival Analysis in Credit Risk
- Applied Capital Markets
- Basics of FIM
- Discrete Time Finance
- Financial Mathematics 1
- Fixed Income Markets
- Financial Correlation: Modeling, Trading, Risk Management, and AI
- Investment Risk Management
- Insurance Mathematics 1
- Trading Seminar
Sommersemester 2022
- Case Studies Insurance Mathematics
- Stochastic models for tariff calculation, loss reserving and reinsurance and their applications
- Financial Mathematics 2
- Quantitative Risk Management
- Dependence Models Generated via Line Integrals and Actuarial Applications
- Stochastik für Lehramt an Beruflichen Schulen
- Equity and Option Trading Seminar
- Financial Econometrics (FIM)
- Continuous Time Finance (FIM)
Wintersemester 2021/22
Sommersemester 2021
- Commodity and Energy Markets
- Continuous Time Finance
- Insurance Mathematics 2
- Machine Learning in Finance
- Portfolio Analysis
- Quantitative Risk Management
- Statistics for Business Administration
- Stochastik für Lehramt an Beruflichen Schulen
- Advanced Seminar: Modeling stochastic volatilities with neural networks and copula models
- Equity and Option Trading Seminar
Wintersemester 2020/21
Sommersemester 2020
Wintersemester 2019/20
- Analysis I für Lehramt Gymnasium
- Discrete Time Finance
- Investment Strategies
- Life Insurance
- Quantitative Risk Management
- Advanced Seminar: Univariate and multivariate extreme value theory
- Two Day Equity and FX Trading Workshop
- Trading Seminar (FIM)
- Investment Risk Management (FIM)
- Applied Capital Markets (FIM)
Sommersemester 2019
- Actuarial Risk Theory
- Case Studies in Insurance Mathematics: Modeling unit-linked life insurance products
- Computational Risk Management of Equity-Linked Insurance
- Continuous Time Finance
- John-von-Neumann Lecture: Copulas - Inference and applications
- Non-Life Insurance
- Portfolio Analysis
- Stochastik für Lehramt an Beruf. Schulen
- Advanced Seminar: Quantitative Methods in Finance and Insurance
- Equity and Option Trading Seminar
- Continuous Time Finance (FIM)
- Financial Econometrics (FIM)
Wintersemester 2018/19
- Fixed Income Markets
- Discrete Time Finance
- Credit Derivatives
- Actuarial Risk Management
- Applied Capital Markets
- Advanced Seminar: Innovations in Mathematical Finance and Actuarial Sciences
- Two Day Equity and FX Trading Workshop
- Discrete Time Finance (FIM)
- Investment Risk Management (FIM)
- Trading Seminar (FIM)
Sommersemester 2018
- August-Wilhelm Scheer Vorlesung: Commodities Markets
- John-von-Neumann Lecture: Financial Market Volatility
- Portfolio Analysis
- Statistics for Business Administration
- Continuous Time Finance
- Advanced Seminar: Investment strategies and multivariate rank correlation measures
- Equity and Option Trading Seminar
- Financial Econometrics (FIM)
- Continuous Time Finance (FIM)
Wintersemester 2017/18
- Analysis I für Lehramt Gymnasium
- Discrete Time Finance
- Fixed Income Markets
- Advanced Seminar: Empirical copula processes and related statistical tests
- Advanced Seminar: Selected topics on modeling of term structures and pricing of interest rate derivatives
- Applied Capital Markets (FIM)
- Discrete Time Finance (FIM)
- Investment Risk Management (FIM)
- Trading Seminar (FIM)
- Winter School (FIM)
- Investment Strategies
- Quantitative Risk Management
Sommersemester 2017
- Continuous Time Finance
- Continuous Time Finance (FIM)
- Financial Econometrics (FIM)
- Partial Differential Equations in Finance
- Portfolio Analysis
- Statistics for Business Administration
- Stochastik für Lehramt an Beruflichen Schulen
- Advanced Seminar: Emil Gumbel's contributions to Actuarial Science
- Equity and Option Trading Seminar
Wintersemester 2016/17
- Computational Methods for Finance
- Discrete Time Finance
- Discrete Time Finance (FIM)
- Financial Engineering with Copulas
- Fixed Income Markets
- Investment Risk Management (FIM)
- Applied Capital Markets
- Advanced Seminar: Selected topics on investment, option pricing and FAVAR models
- Two Day Equity and FX Trading Workshop
- Trading Seminar (FIM)
Sommersemester 2016
- Advanced Seminar: Investment Strategies and Option Pricing
- Advanced Seminar: Life and work of Norbert Wiener
- Commodities Markets
- Continuous Time Finance
- Continuous Time Finance (FIM)
- Equity and Option Trading Seminar
- Financial Econometrics (FIM)
- Partial Differential Equations in Finance
- Portfolio Analysis
Wintersemester 2015/16
- Applied Capital Markets (FIM)
- Discrete Time Finance (FIM)
- Discrete Time Finance
- Fixed Income Markets
- Investment Risk Management (FIM)
- Investment Strategies
- Families of multivariate distributions
- Oberseminar Finanz- und Versicherungsmathematik LMU und TUM (WS2015/16)
- Quantitative Risk Management
- Risk Management in Insurance
- Two Day Equity and FX Trading Workshop
Sommersemester 2015
- Advanced Seminar: Selected topics in quantitative finance
- Continuous Time Finance
- Continuous Time Finance (FIM)
- Credit Derivatives
- Equity and Option Trading Seminar
- Financial Econometrics (FIM)
- Partial Differential Equations in Finance
- Financial models based on Lévy processes (John von Neumann Lecture)
- Portfolio Analysis