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School of Advanced Professional Studies

The School of Advanced Professional Studies (SAPS) offers a range of programs, including Master's degree programs, continuing education formats, and projects.

Master's Degree Programs

SAPS offers various Master's degree programs, including:

• Aktuarwissenschaften
• Artificial Intelligence for Connected Industries
• Biopharmazeutisch-Medizintechnische Wissenschaften
• Business Analytics
• Instruktionsdesign
• Sensor Systems Engineering
• Advanced Oncology

Continuing Education Formats

The school provides continuing education formats, such as:

• Microcredentials
  • Microcredentialreihe Lehren
  • Microcredentialreihe Lernen
  • Microcredentialreihe Digital
  • Microcredentialreihe Lebensversicherung
• Zertifikatskurse
• Certificate of Advanced Studies (CAS)
  • CAS Aktuarwissenschaften
  • CAS Biopharmazeutisch-Medizintechnische Wissenschaften
  • CAS Business Analytics
• Diploma of Advanced Studies (DAS)
  • DAS Aktuarwissenschaften
  • DAS Business Analytics
  • DAS Instruktionsdesign
  • DAS Sensorsystemtechnik
  • DAS Wirkstoffforschung und Biomedizin

Projects

SAPS is involved in various projects, including:

• EduNEXUS BW
• Artificial Intelligence for Connected Industries
• 2LIKE
• Workshop on Adaptive Learning in Higher Education
• Hochschulweiterbildung@BW
• Archiv der abgeschlossenen Projekte

About Us

The school has a team and provides information on its structure, committees, cooperations, and membership. It also offers publications, including articles, book contributions, monographs, and posters.

Finanzmathematik und Risikobewertung

This module focuses on the evaluation and management of stock portfolios, derivative financial instruments, and structured products. It covers various models, including Markowitz, CAPM, and Black-Scholes, and their application to examples.

Kursbeginn

The course starts in May 2026.

Prõsenztermine

Presence dates are available upon request from the course coordinator Ralf Boenke.

Pr³fung

A new exam date will be scheduled.

Modulhandbuch

The module handbook is available.

Inhalte des Moduls

The module covers the following topics:

• Markowitz-Modell
• Capital Asset Pricing Model (CAPM)
• Asset-Modelle
• Grundlagen Zinsstrukturmodelle
• Bewertung von primõren Finanztiteln und Derivaten
• Forwards, Futures und Swaps
• Portfoliooptimierung
• Risiko und Risikoma▀e

Lernziele

Upon completion of the module, students will be able to:

• Define the basic properties of financial markets
• Describe the techniques of financial mathematics and their functionality
• Explain important terms like arbitrage freedom or completeness
• Distinguish between different types of options
• Determine the fair prices of assets under given model assumptions
• Classify a given market according to arbitrage freedom and completeness
• Identify and modify underlying probabilistic techniques and results

Lernsetting

The module uses a blended-learning concept, which includes up to 80% online or self-study phases and reduces the necessary presence on site to a minimum.

Voraussetzungen

The prerequisite for this module is a first university degree and knowledge in analysis, linear algebra, stochastics, probability theory, and statistics.

Technische Voraussetzungen f³r die E-Learning-Lerneinheiten

Recommended technical requirements include a desktop computer or notebook with a current version of Microsoft Windows, Apple macOS, or Linux, as well as a headset and internet access.

Leistungsnachweise

The allocation of credit points is based on the passing of a written or oral examination.

Zertifizierung

Upon successful completion of the module, students receive a certificate and a supplement that lists the module's contents.

Geb³hren

The study fees for the modules can be found on the page "Studiengeb³hren und Teilnahmeentgelte."

Dozentin

The lecturer for this module is Prof. Dr. An Chen, head of the Institute for Insurance Science.