Syllabus
Registration via LPIS
Day | Date | Time | Room |
---|---|---|---|
Thursday | 10/06/22 | 09:00 AM - 11:00 AM | D3.0.222 |
Thursday | 10/20/22 | 09:00 AM - 11:00 AM | TC.3.06 |
Thursday | 10/27/22 | 09:00 AM - 11:00 AM | TC.4.04 |
Thursday | 11/03/22 | 09:00 AM - 11:00 AM | TC.3.07 |
Monday | 11/07/22 | 02:00 PM - 04:00 PM | EA.6.026 |
Thursday | 11/17/22 | 10:00 AM - 12:00 PM | D4.0.144 |
Wednesday | 11/23/22 | 10:00 AM - 12:00 PM | TC.5.02 |
Monday | 11/28/22 | 09:00 AM - 11:00 AM | TC.3.07 |
Thursday | 12/15/22 | 02:00 PM - 04:00 PM | D2.0.326 |
Thursday | 01/12/23 | 02:30 PM - 04:30 PM | TC.4.04 |
- will be able to grasp, analyze and discuss current scientific publications in the field of mathematical finance,
- will be prepared to research, write and present academic papers,
- will be prepared to further deepen and broaden their specialized knowledge in a relevant PhD program.
- engage in a scientific discussion and make an appropriate contribution,
- confidently organize and integrate ideas and information,
- present (in an oral and written form) findings appropriate to an audience.
Full attendance is compulsory. This means that students should attend at least 80% of all lectures, at most one lecture can be missed.
In the reading part, we will meet five times during the semester. The first session is reserved for administrational issues and will be used to make students familiar with how to read papers in Mathematical Finance. In each of the following five sessions, two key papers of a selected area will be discussed. Students should read both papers carefully and in detail and then share their understanding of those papers with the group. To facilitate the process, each student has to present one paper during the course (for approximately 30 minutes in total). The contents of the remaining papers will be discussed in the group. Before the group discussion starts, a short questionnaire has to be filled out, whereby students should be stimulated to critically reflect on the content of the discussed paper. The presentation will be followed by group discussions. The course instructor will be available before and during the sessions to assist students understanding the technical details of the papers.
In the reading part, the students are expected to:
- Read the papers assigned for each session thoroughly
- Present once during the semester
- Actively participate in group discussions (includes questionnaire)
Moreover, students are strongly encouraged to read other papers related to the selected topic and back their comments by referring to the literature. Showing such an effort will earn some extra credit.
The grade will be based entirely on in-class activities. There will be no final exam. The final grade will be a weighted average of reading (60%) and writing (40%) sections grades.
Reading Part: Paper presentation 50%, active class participation 50%, absence in one session is allowed.
Writing Part: written part 60%, proposal presentation 40%.
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