Finance C

News

Welcome! Here you find information and material for the course Finance C during the winter term 2023/2024.

General Information

In this course, we discuss the basic principles of financial markets. This includes in particular the notions of no-arbitrage, risk-neutral measures, complete markets, and derivative pricing. The first part of the lecture provides the conceptual and mathematical foundations, the second part focuses on applications and advanced topics.

The course will be held jointly by Prof. Dr. Marc Oliver Rieger, Dr. Artem Dyachenko and myself. We meet twice a week on

• • Monday at 14.15 in N4 (beginning Monday, December 4: in E45)

  • Wednesday at 10.15 in HS2.

We start on Monday, 6 November.

In addition, there will be a tutorial (tutors: Matthias Scherf, Artem Dyachenko) on

• • Wednesday at 14.15 in HS1.

You must register for the lecture and for the tutorial in Porta. 

Course Material

You can download the current version of the course notes for my part of the lecture here (password protected, login details will be provided in the lecture).

Problem Sets and Exams

Exercise sheets will be uploaded via Stud.IP. There is no obligation to submit solutions to exercise sheets, voluntary submissions are encouraged (in groups or alone). Solutions will be discussed in the tutorials. Exam questions may be similar to problems on the exercise sheets.