Webrelaunch 2020

Numerical Methods in Mathematical Finance (Winter Semester 2020/21)

Organization: The lecture is offered online and asynchronously (lecture videos). In the Friday session students have the opportunity to meet the lecturer and the tutor in an online meeting, to ask questions about the lecture and the exercises, and to get help for the debugging of their codes.

Lecture: Friday online & asynchronous (ILIAS)
Problem class: Friday 10:00-11:30 Zoom meeting (Link in ILIAS course)
+ weekly online materials (exercise sheets)

Problem class

The problem class is replaced by a digital format. Problem sheets (with solution proposals) are provided which illustrate the contents of the lecture. These problem sheets also include several programming exercises. You can get assistance for all of the exercises (theoretical or programming) in the session on Friday.


All materials are provided in ILIAS. There you will find a discussion forum and the lecture recordings, too.


Both the lecture and the exercise classes will be given in English.


In the oral exam, questions about the lecture and the exercises will be asked.

The exam dates are not fixed yet.