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).
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
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:
- [MAT-10-1-M-2] Fundamentals of Mathematics (M, 28.0 LP)
- [MAT-60-11-M-4] Probability Theory (M, 9.0 LP)
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 |