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401-5820-00L 4 Credits MSC D-MATH

Seminar in Computational Finance for CSE

Lecturers: Prof. Dr. Josef Teichmann, Prof. Dr. Philipp Harms
Examiners: Prof. Dr. Josef Teichmann
VVZ CR n/a

Last Updated: 2026-06-03 00:14:41

Abstract

Analysis of novel computational methods for core financial tasks such as portfolio optimization, hedging, and risk management.

Objective

The seminar is oriented toward the research frontier and draws on techniques from stochastic analysis, mathematical statistics, machine learning, or numerical analysis. Particular emphasis is placed on modern algorithms for scalable modeling, simulation, and decision-making in complex financial systems. • Understand recent methodological developments in computational finance. • Analyze and critically evaluate research papers using tools from stochastic analysis, mathematical statistics, deep learning, and numerical analysis. • Assess computational approaches to key financial problems, including pricing, hedging, portfolio optimization, and risk management. • Lead and actively contribute to technical discussions at the master’s to PhD level on one of the above topics via a 60 minutes presentation.

General Information

Language
English
Levels
MSC
Frequency
Semesterly recurring

Examination

Type
ungraded semester performance

Course Components

Type Title Time & Place Hours
seminar Seminar in Computational Finance for CSE
Please contact Prof. Teichmann if you are interested in attending.
  • By Appointment None-None
2 h weekly

Offered In