- Викладач: Leckner Andreas
- Викладач: Meindl Korbinian
- Викладач: Oberpriller Katharina
- Викладач: Oberpriller Katharina
- Викладач: Riegel Ulrich
- Викладач: Galli Leonardo
- Викладач: Rauhut Holger
- Викладач: Wei Shan
- Викладач: Deckert Dirk
- Викладач: Savas Kaan
- Викладач: Warlimont Anna
- Викладач: Kotschick Dieter
- Викладач: Stelzig Jonas
- Викладач: Gritschacher Simon
- Викладач: Vogel Thomas
- Викладач: Wohlschlager Alois
- Викладач: Zhykhovich Maksim
- Викладач: Vogel Thomas
Die Vorlesung gibt eine Einführung in die Theorie fundamentaler algebraischer Strukturen. Unter anderem behandeln wir elementare Gruppentheorie, Gruppenoperationen, die Sylow-Sätze, Ringtheorie, insbesondere Teilbarkeit, Ideale und Polynomringe, sowie Körpererweiterungen und Galoistheorie. Als Anwendung beweisen wir, dass für Polynome vom Grad >= 5 keine allgemeine Lösungsformel existiert.
- Викладач: Rosenschon Andreas
- Викладач: Seidenschwarz Simon
Klausuranmeldung (29.01. - 05.02.2024) ausschließlich über Moodle.
- Викладач: Bollmann Leon
- Викладач: Haberberger Florian
- Викладач: Sørensen Thomas
Einschreibeschlüssel: AnIS2324
- Викладач: Abdulsalaam Sakirudeen
- Викладач: Cooley Oliver
- Викладач: Emmert Lukas
- Викладач: Misselbeck-Wessel Daniel
- Викладач: Philip Peter
- Викладач: Lange Christian
- Викладач: Leeb Bernhard
das ist die Vorlesung für Mathematik Lehramt Gymnasium im ersten Semester.
Einschreibung mit Einschreibeschlüssel ALAI
- Викладач: Bauernfeind Matthias
- Викладач: Maierbacher Morena
- Викладач: Söhnen Kajetan
- Викладач: Zenk Heribert
- Викладач: Fono Adalbert
- Викладач: Kutyniok Gitta
- Викладач: Araya Valdivia Ernesto
- Викладач: Bieker Katharina
- Викладач: Seleznova Mariia
- Викладач: Thesing Laura
Einschreibeschlüssel: DiffInt1W23
- Викладач: Schörner Erwin
- Викладач: Wetzel Leonard
Einführung in Finanzmathematik in diskreter Zeit.
Einschreibeschlüssel: fima1
- Викладач: Bollweg Karl-Wilhelm Georg
- Викладач: Oberpriller Katharina
The lecture provides an introduction to stochastic calculus with an emphasis on the mathematical concepts that are later used in the mathematical modeling of financial markets.
In the first part of the
lecture course the theory of stochastic integration with respect to
Brownian motion and Ito processes is developed. Important results such
as Girsanov's theorem and the martingale representation theorem are also
covered. The first part concludes with a chapter on the existence and
uniqueness of strong and weak solutions of stochastic differential
equations.
The second part of the lecture course gives an introduction to the arbitrage theory of financial markets in continuous time driven by Brownian motion. Key concepts are the absence of arbitrage, market completeness, and the risk neutral pricing and hedging of contingent claims. Particular attention will be given to the the Black-Scholes model and the famous Black-Scholes formula for pricing call and put options.
If you wish to participate in the
course, please sign up by sending an e-mail from
your LMU e-mail address to Annika Steibel (steibel@math.lmu.de).
- Викладач: Bollweg Karl-Wilhelm Georg
- Викладач: Meyer-Brandis Thilo
- Викладач: Steibel Annika
In this course we will use classical tools in harmonic analysis to study nonlinear differential equations. In the first part, we will discuss some popular evolution equations such as heat equations, wave equations and Schrödinger equations where basic Fourier analysis tools are helpful. In the second part, we will focus on concrete models coming from fluid mechanics (e.g. Navier–Stokes and Euler equations) for which the Littlewood- Paley decomposition plays a prominent role.
The course is suitable for master students and motivated bachelor students. Prerequisites: Lebesgue integration and L^2 theory of the Fourier transform. Knowing some basic results from harmonic analysis (e.g. Maximal inequalities, Littlewood–Paley theory, ...) are helpful, but not mandatory since they will be recalled properly.
Course homepage: https://www.math.lmu.de/~nam/Fourier2324.php
- Викладач: Phan Thành Nam
- Викладач: Christiansen Martin
- Викладач: Hainzl Christian
Einschreibeschlüssel: Grund1WS23
- Викладач: Böke Lukas
- Викладач: Rost Daniel
- Викладач: Kolek Martinez de Azagra Stefan
- Викладач: Maly Johannes
Einschreibeschlüssel: ExamUF23W
- Викладач: Rost Daniel
- Викладач: Schörner Erwin
- Викладач: Das Siddhant
- Викладач: Reichert-Schürmer Paula
Einschreibeschlüssel: LinAlg1W23
- Викладач: Hendrichs Oliver
- Викладач: Schörner Erwin
Registration code: mqm23
Description:
In this course we present the basic and fundamental mathematical tools allowing to formulate and use quantum mechanics. In its early days, quantum mechanics have seen two mathematical apparatus competing to formalize it: Heisenberg's matrix mechanics and Schrödinger's wave mechanics. As we will see, these two pictures are in fact equivalent and can be unified using the tools of spectral theory, functional analysis, harmonic analysis, etc.
- Викладач: Giacomelli Emanuela
- Викладач: Scrinzi Armin
- Викладач: Triay-Alcouffe Arnaud
- Викладач: Becker Julian
- Викладач: Boßmann Lea
- Викладач: Makai Tamas
- Викладач: Panagiotou Konstantinos
- Викладач: Ribelles Perez Anna
- Викладач: Siammenos Fotios
Mathematik I für Physiker
Einschreibeschlüssel: 23WSM1
- Викладач: Deckert Dirk
- Викладач: Silberbauer Jago
Dies ist der dritte Teil des Einführungskurses in Mathematik für das Physikstudium. Einschreibung mit Einschreibeschlüssel MIIIP
- Викладач: Bauernfeind Matthias
- Викладач: Mittermaier Christoph
- Викладач: Papadopoulos Panagiotis
- Викладач: Zenk Heribert
Einschreibeschlüssel: MiQWS23
- Викладач: Rost Daniel
- Викладач: De Ambroggio Umberto
- Викладач: Makai Tamas
Einschreibeschlüssel: Num2324
- Викладач: Dietze Charlotte
- Викладач: Philip Peter
Inhalt der Vorlesung ist eine Einführung in die Optimierung in - vornehmlich - endlicher Dimension. Wichtige Themen und Inhalte sind unter anderem:
Lineare Programme und ihre Standardformen, Existenz von Lösungen für lineare Programme, Dualitätstheorie für lineare Programme, das Simplexverfahren, Formulierung und Existenz von Lösungen konvexer Optimierungsprobleme, duale Darstellung konvexer Funktionen und die Kuhn-Tucker-Theorie.
- Викладач: Becker Julian
- Викладач: Perkkiö Ari-Pekka
Registration key: PDE1
- Викладач: Ariksoy Vincent
- Викладач: Emmert Lukas
- Викладач: Frank Rupert
- Викладач: Stern Jakob
- Викладач: Bley Werner
- Викладач: Brenner Eva
This class is meant for everyone interested in problem solving, ML or quant finance 🧐💻 If you want to participate feel free to text us via walter@math.lmu.de or weber@math.lmu.de.
The registration key is beyondtheobvious.
Organization:
Our first meeting will take place on 19th October from 16-18 o'clock in room B251 (Mathematical Institute)
Target Group:
Advanced BSc and MSc students in mathematics, physics, computer science, statistics and similar quantitative subjects
Content:
The content of the class can be structured in three pillars:
- Brainteasers and Logic Problems
- Coding Problems
- Useful and Interesting Theory
- Викладач: Walter Niklas
- Викладач: Weber Niklas
Course Description
In this lecture, we will consider various classes of stochastic processes that may differ in their state spaces and underlying index sets with a special focus on Gaussian, Lévy and Markov processes. In summary, the lecture will be divided into three core topics: the construction, the path behaviour and the probabilistic analysis of general stochastic processes.
- Master students of Mathematics and Financial and Insurance Mathematics
- Probability theory and measure and integration theory
- Processes
- Викладач: Kalinin Alexander
- Викладач: Aristarkhov Sergey
- Викладач: Rademacher Simone
- Викладач: Kutyniok Gitta
- Викладач: Seleznova Mariia
- Викладач: Gritschacher Simon
- Викладач: Land Markus
Einschreibeschlüssel stexana
- Викладач: Zenk Heribert
Einschreibeschlüssel: Distributionen
- Викладач: Zenk Heribert