Syllabus
Registration via LPIS
Day | Date | Time | Room |
---|---|---|---|
Place and time to be announced |
Detailed information about the schedule in the current semester can be found on the relevant seminar pages (just click on the links below).
Units on Fridays from 09:00 to 10:30 are dealing with StatMath research contents, the other units with research in finance.
General table of contents:
- Corporate Finance
- Asset Pricing
- Quantitative Methods in Finance
- applied statistical research in economics, in finance, and in the social sciences
- Bayesian methods
- computational statistics
- mathematical statistics
- mathematical finance
- Monte Carlo methods
- optimization
- stochastic modelling
- time series analysis
Each student has to select at least 7 papers each (Math/Fin) (overview of the titles below)
Each student can choose 7 of these to read
For each of the 7, they have to give a short summary, which contains the following criteria (in a few sentences):
- Research question
- Research design
- most important results
- Biggest weakness/largest potential for improvement
From these 7 the instructors select 2 per student
For these 2 they have to write a comprehensive report in the style of a referee report
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