Lineare Algebra (LA Gymn) (Gerkmann)

Mathematical Gauge Theory I (Hamilton)

Renormalization group: combinatorics, physics, probability (Seminar) (Jansen, von Delft)

Funktionentheorie (Hamilton, Caicedo)

Topics in Algebraic Geometry and Algebra (Oberseminar) (Rosenschon, Weinzierl)

Höhere Algebra (Rosenschon, Weinzierl)

In diesem Modul werden fortgeschrittene Methoden und Techniken der Algebra und kommutativen Algebra, sowie grundlegende Begriffe der homologischen Algebra eingeführt. Insbesondere werden grundlegende Begriffe wie Dimension, Ganzheit, Lokalisierung und Tensorprodukte behandelt und die für die affine algebraische Geometrie benötigten Sätze der kommutativen Algebra wie, zum Beispiel, Hilbert’s Basissatz, Hilbert’s Nullstellensatz oder Noether Normalisierung, bewiesen.

Lineare Algebra II 21 (Bley)

Topologie II (Kotschick, Stelzig)

Finanzmathematik III / Fixed Income Markets and Credit Derivatives (Meyer-Brandis, Steibel)

This lecture introduces into the arbitrage theory of fixed income markets and interest rate/credit derivatives. Topics that are covered include

  • Introduction to interest rates and interest rate derivatives: bonds, various interest rates, swaps, caps, floors, swaptions, market conventions
  • Arbitrage pricing: portfolios, arbitrage, hedging valuation
  • Short-rate models
  • Affine term structure models
  • HJM models
  • Forward measures
  • LIBOR market models
  • Credit risk and Related Contracts
  • Structural Models
  • Reduced-Form Models

Riemannian Geometry (Vogel)

Wahrscheinlichkeitstheorie (Panagiotou, Müller, Reisser)

Finanzmathematik IV / Quantitative Risk Management (Gonon, Walter)

This course is an introduction into the theoretical concepts and modeling approaches of quantitative risk management.

The first part of the course covers various methods from probability and statistics to model market, credit and operational risk. This includes multivariate models, dimension reduction techniques, copulas and dependence modeling, risk aggregation, redibility and insurance risk theory. The second part of the lecture then
focuses on portfolio allocation and stochastic optimal control.


Numerical Methods for Financial Mathematics

Mathematisches Seminar: Mathematik der Künstlichen Intelligenz

Mathematical Signal and Image Processing

Stochastik (LA Gymnasium) (Heydenreich, Beekenkamp)

Geometrie (Leeb, Lange)