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 Friday are dealing with StatMath research contents and the other units are 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 modeling
- time series analysis
After this course students are able to comprehend and critically discuss current scientific work in the fields of finance and/or statistics and mathematics.
Full attendance is compulsory. This means that students should attend at least 80% of all lectures, at most one lecture can be missed.
Close to the end of each semester, students in the science track provide a list of 10 papers/talks presented in the Finance or StatMath research seminars during the semester to Professors Jankowitsch and Hornik (please see below the specific timeline).
They will then randomly pick 3 papers/talks, from which in turn students can pick 2 (out of the three) for elaborating and producing a written synopsis (about 2 pages each) of the paper/talk.
The synopses are to be presented to and discussed with Professors Jankowitsch and Hornik at the end of the semester. In addition, questions directly regarding the talk have to be answered during this discussion, e.g.: What were the most critical comments made?
The grade consists of three parts:
- Quality of synopsis 1 (20%)
- Quality of synopsis 2 (20%)
- Quality of the presentation (60%)
*TIMELINE FOR FINALIZING THE RESEARCH SEMINAR 1*
*January 31, 2025, 11:59 pm CET: submission of a list of 7 papers
*February 10, 2025 (at the latest): selection of 3 from the 7 by Prof. Hornik
*March 2, 2025: submission of synopses for 2 out of 3 (online)
*March 3, 2025: presentations via MS Teams
- Successful completion of at least 42 ECTS credits from the compulsory common courses in the first year of studies.
- Decision for the Science Track after the first year.
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