Seminar

There are no prerequisites.

Seminar leader prepares a sufficient number of short individual or group topics from financial mathematics and its applications in practice along with necessary literature. The handouts have to suffice for the preparation of the seminar, however students can look for additional sources.

gradivo, ki ga pripravi vodja seminarja

The purpose of the course is to teach a student how to prepare a short seminar or a group research project. As a part of the course the students will, based on personal experience and observation of others, acquire the ability to practice before class, make transparent overlays, etc. They will learn what is important for a successful presentation and a seminar work. The course is aimed at getting acquainted with the practice directly, as the themes are taken from practice and employees of institutions and organizations working in the financial sector are invited to collaborate.

Knowledge and understanding: Student learns to prepare a short presentation and to write a seminar paper.
Application: Gained experience will be of use during the course of study for other courses and later for work.
Reflection: The ability to connect new skills to the expertise.
Transferable skills: Gained experience will be of use during the course of study for other courses that require presentation or homework. Gained exerience will be helpful in future employment.

Each student prepares two presentations in the duration of 45 minutes, where 30 minutes is reserved for the presentation and 15 minutes for a discussion. The emphasis is not on the mathematical subject but rather on the implementation of the presentation and the written product. Each student has to write a short seminar work or a group research project.

Seminar paper (presentation and final paper)
Test
grading: 5 (fail), 6-10 (pass) (according to the Statute of UL)

Tomaž Košir:
KOŠIR, Tomaž, OBLAK, Polona. On pairs of commuting nilpotent matrices. Transformation groups, ISSN 1083-4362, 2009, vol. 14, no. 1, str. 175-182. [COBISS-SI-ID 15077977]
CVETKO-VAH, Karin, KOKOL-BUKOVŠEK, Damjana, KOŠIR, Tomaž, KUDRYAVTSEVA, Ganna. Semitransitive subsemigroups of the singular part of the finite symmetric inverse semigroup. Acta mathematica Hungarica, ISSN 0236-5294, 2011, vol. 131, no. 1-2, str. 1-24. [COBISS-SI-ID 15842905]
BUCKLEY, Anita, KOŠIR, Tomaž. Plane curves as Pfaffians. Annali della Scuola normale superiore di Pisa, Classe di scienze, ISSN 0391-173X, 2011, vol. 10, iss. 2, str. 363-388. [COBISS-SI-ID 15928409]

Mihael Perman:
PERMAN, Mihael, WELLNER, Jon A. An excursion approach to maxima of the Brownian bridge. Stochastic Processes and their Applications, ISSN 0304-4149. [Print ed.], 2014, vol. 124, iss. 9, str. 3106-3120 [COBISS-SI-ID 17154393]
PERMAN, Mihael. A decomposition for Markov processes at an independent exponential time. Ars mathematica contemporanea, ISSN 1855-3974. [Spletna izd.], 2017, vol. 12, no. 1, str. 51-65. [COBISS-SI-ID 17677145]
PERMAN, Mihael, ZALOKAR, Ana. Optimal hedging strategies in equity-linked products. Journal of Computational and Applied Mathematics, ISSN 0377-0427. [Print ed.], 2018, vol. 344, str. 601-607. [COBISS-SI-ID 1541025220]

Martin Raič:
M. RAIČ: A multivariate Berry-Esseen theorem with explicit constants. Bernoulli 25, št. 4A (2019), 2824-2853.
P. Eichelsbacher, M. RAIČ, T. Schreiber: Moderate deviations for stabilizing functionals in geometric probability. Annales de l'I.H.P. Probabilités et statistiques 51, št. 1 (2015), 89-128.
M. RAIČ: A multivariate CLT for decomposable random vectors with finite second moments. Journal of Theoretical Probability 17, št. 3 (2004), 573-603.

Matija Vidmar:
VIDMAR, Matija. Ruin under stochastic dependence between premium and claim arrivals. Scandinavian actuarial journal. 2018, vol. 2018, no. 6, str. 505-513. ISSN 0346-1238. https://doi.org/10.1080/03461238.2017.1391114, DOI: 10.1080/03461238.2017.1391114
VIDMAR, Matija. Independence times for iid sequences, random walks and Lévy processes. Stochastic Processes and their Applications. [Print ed.]. Oct. 2019, vol. 129, iss. 10, str. 3619-3637. ISSN 0304-4149. https://doi.org/10.1016/j.spa.2018.10.003
AVRAM, Florin, VIDMAR, Matija. First passage problems for upwards skip-free random walks via the scale functions paradigm. Advances in applied probability. June 2019, vol. 51, iss. 2, 408-424. ISSN 0001-8678. https://doi.org/10.1017/apr.2019.17, DOI: 10.1017/apr.2019.17.