Module Handbook

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Course MAT-61-RC-K-7

Reading Course Advanced Topics in Actuarial and Financial Mathematics (2S, 6.0 LP)

Course Type

SWS Type Course Form CP (Effort) Presence-Time / Self-Study
2 S Reading course 6.0 CP 28 h 152 h
(2S) 6.0 CP 28 h 152 h

Basedata

SWS 2S
CP, Effort 6.0 CP = 180 h
Position of the semester 1 Sem. in WiSe/SuSe
Level [7] Master (Advanced)
Language [DE/EN] German or English as required
Lecturers
+ further Lecturers of the department Mathematics
Area of study [MAT-STO] Stochastics/Statistics/Financial Mathematics
Additional informations
Livecycle-State [NORM] Active

Notice

The working hours for attendance and self-study can be arranged differently according to individual agreement.

Possible Study achievement

  • Verification of study performance: proof of successful participation in the reading course
  • Examination number (Study achievement): 88130 ("Reading Course Advanced Topics in Actuarial and Financial Mathematics")
  • Details of the examination (type, duration, criteria) will be announced at the beginning of the course.

Contents

The topics are usually chosen from current areas of research (e.g. "applications of BSDE in Financial and Actuarial Mathematics"), research topics with practical relevance (e.g. "The mathematics behind Solvency II") or classical areas that could not be covered in a lecture (e.g. reading research papers from the early stages of Financial Mathematics).

Competencies / intended learning achievements

Using prescribed texts, students have learned to work on an advanced topic in the field of financial and actuarial mathematics independently. They are prepared to work on their Master's thesis in the chosen area of specialization.

Literature

The literature will be announced upon announcement of the Reading Course.

Requirements for attendance (informal)

Depending on the choice of topic, different courses are required. The requirements will be announced at the announcement of the reading course.

Modules:

Requirements for attendance (formal)

None

References to Course [MAT-61-RC-K-7]

Module Name Context
[MAT-61-RC-M-7] Reading Course Advanced Topics in Actuarial and Financial Mathematics P: Obligatory 2S, 6.0 LP
Course-Pool Name
[MAT-RC-KPOOL-7] Reading Courses Mathematics (Master)