- المعلم: Sabine Jansen
- المعلم: Jan von Delft
- المعلم: Alejandro Caicedo
- المعلم: Mark Hamilton
- المعلم: Elias Haslauer
- المعلم: Andreas Rosenschon
- المعلم: Simon 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.
- المعلم: Andreas Rosenschon
- المعلم: Simon Weinzierl
- المعلم: Werner Bley
- المعلم: Sohir Maskey
- المعلم: Pascal Stucky
- Dozent: Dieter Kotschick
- Dozent: Jonas Stelzig
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
- المعلم: Thilo Meyer-Brandis
- المعلم: Annika Steibel
- المعلم: Lukas Böke
- المعلم: Thomas Vogel
- المعلم: Noela Müller
- المعلم: Konstantinos Panagiotou
- المعلم: Simon Reisser
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.
- المعلم: Lukas Gonon
- المعلم: Niklas Walter
- المعلم: Roland Bachl
- المعلم: Christian Fries
- المعلم: Andrea Mazzon
- المعلم: Adalbert Fono
- المعلم: Gitta Kutyniok
- المعلم: Mariia Seleznova
- المعلم: Nico Baierlein
- المعلم: Thomas Beekenkamp
- المعلم: Markus Heydenreich
- المعلم: Christian Lange
- المعلم: Bernhard Leeb
- المعلم: Panagiotis Papadopoulos
- المعلم: Anna Ribelles Pérez