Syllabus

Title
0499 Y2STO Paper Reading and Writing
Instructors
Univ.Prof. Dipl.Wirtsch.-Math.Dr. Birgit Rudloff
Contact details
Type
FS
Weekly hours
2
Language of instruction
Englisch
Registration
09/01/22 to 09/23/22
Registration via LPIS
Notes to the course
Subject(s) Master Programs
Dates
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
Contents
This course consists of two major parts. The paper reading part aims to enhance the ability of students to read and review papers in Mathematical Finance critically as well as to make them acquainted with some modeling practices in selected areas. In the writing part, the students are expected to read and summarize papers of their own choice that are connected to the topic of their Master thesis and to present their master thesis proposal. These two parts together are expected to prepare the students for doing a high-quality independent research in their thesis.
Learning outcomes
After this course students:
  • 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.
Moreover, this course will contribute to the students’ ability to:
  • 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.
Attendance requirements

Full attendance is compulsory. This means that students should attend at least 80% of all lectures, at most one lecture can be missed.

Teaching/learning method(s)

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 writing part should increase the ability to write scientifically about papers related to the Master thesis topic. The students should read and summarize in writing 2-3 research papers related to the topic of their Master thesis. Additionally, each student has to present one proposal for her/his thesis. This presentation offers the opportunity to receive feedback from faculty and students. The proposal presentations are scheduled for mid- to end of January. 
Assessment

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%.

Availability of lecturer(s)

via email

Last edited: 2022-04-12



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