Financial Engineering

Prof. Dr. Christian Bender

Summer term 2026

Recommended Prerequisites

The course requires knowledge of the theory of stochastic processes and of mathematical finance at the level of the courses: Stochastik I, Stochastics II, Mathematical Finance, Stochastic Differential Equations (can be attended in the summer term 2026).

Lectures

Mondays, 12.15-13.45 pm, building E2 4, SR 10
Wednesdays, 8.30-10.00 am, building E2 4, SR 10

The course takes place in the second half of the summer term (start date: 1 June 2026).

Tutorial

Tuesdays,12.15-13.45 pm, building E2 5, SR 1 (start date: 9 June 2026)

Contents

Several popular stock price models are discussed, along with methods for calibrating these models to market data and with numerical algorithms for option pricing.