Module Handbook

  • Dynamischer Default-Fachbereich geändert auf MAT

Module MAT-61-RC-M-7

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

Module Identification

Module Number Module Name CP (Effort)
MAT-61-RC-M-7 Reading Course Advanced Topics in Actuarial and Financial Mathematics 6.0 CP (180 h)

Basedata

CP, Effort 6.0 CP = 180 h
Position of the semester 1 Sem. in WiSe/SuSe
Level [7] Master (Advanced)
Language [EN] English
Module Manager
Lecturers
Lecturers of the department Mathematics
Area of study [MAT-STO] Stochastics/Statistics/Financial Mathematics
Reference course of study [MAT-88.B84-SG] M.Sc. Actuarial and Financial Mathematics
Livecycle-State [NORM] Active

Courses

Type/SWS Course Number Title Choice in
Module-Part
Presence-Time /
Self-Study
SL SL is
required for exa.
PL CP Sem.
2S MAT-61-RC-K-7
Reading Course Advanced Topics in Actuarial and Financial Mathematics
P 28 h 152 h
RC-Schein
- no 6.0 WiSe/SuSe
  • About [MAT-61-RC-K-7]: Title: "Reading Course Advanced Topics in Actuarial and Financial Mathematics"; Presence-Time: 28 h; Self-Study: 152 h
  • About [MAT-61-RC-K-7]: The study achievement [RC-Schein] proof of successful participation in the reading course must be obtained.

Evaluation of grades

The module is not graded (only study achievements)..


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 Module / Module Number [MAT-61-RC-M-7]

Course of Study Section Choice/Obligation
[MAT-88.B84-SG] M.Sc. Actuarial and Financial Mathematics Specialisation Actuarial and Financial Mathematics [P] Compulsory