Syllabus

Title
6175 Selected Topics in Mathematical Finance
Instructors
Katia Colaneri, Ph.D.
Contact details
katia.colaneri@...
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
02/17/25 to 03/10/25
Registration via LPIS
Notes to the course
Dates
Day Date Time Room
Place and time to be announced
Learning outcomes
The students should become familiar with basic tools from infinite dimensional Convex Analysis and be able to apply them, in particular to problems in Economics and Financial Mathematics.
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)
There will be classroom lectures and assignments for the participants. Lecture notes will be posted online.
Assessment

There will be homework assignments (each 15%) and a final (55%).

Readings

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Additional material on learn@WU
Lecture notes will be distributed during the course.
Last edited: 2025-03-06



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