Financial Mathematics

WS 2018/19




Mon. 4 p.m. to 6 p.m. in M6

Wed. 2 p.m. to 4 p.m. in M6

Dozent:  Jun.-Prof. Dr. Chiranjib Mukherjee 
Assistenz:  Yannic Bröker

This lecture in the course overview

These tutorials in the course overview

Inhalt: Valuation of derivatives in time discrete financial markets, arbitrage theory.

H. Föllmer, A. Schied: Stochastic Finance: An Introduction in Discrete Time.

de Gruyter, 2.Auflage, 2004.


Please join the Learnweb course "Financial Mathematics" and find the announcements there.

Leistungsnachweis: The licence for the exam can be achieved by 50% of the achievable number of points in the exercises. The grade of this exam will be the grade of the module.

Mon. 12 a.m. to 2 p.m. in SR1A, Postbox 132

Tue. 12 a.m. to 2 p.m. in SR1A, Postbox 133


1. Exam: Wednesday 02/06/2019, 8 to 11 a.m. in M3

2. Exam: Monday 03/25/2019, 8:30 to 11:30 a.m. in M4

Exercise Sheets

Sheet 0 Sheet 1 Sheet 2 Sheet 3 Sheet 4 Sheet 5 Sheet 6 

Sheet 7 Sheet 8 Sheet 9 Sheet 10 Sheet 11 Sheet 12