| Datum |
Vortragender |
Institution |
Titel |
| Fr. 24.04.09 |
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| Fr. 01.05.09 |
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| Fr. 08.05.09 |
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| Fr. 15.05.09 |
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| Fr. 22.05.09 |
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| Fr. 29.05.09 |
Prof. Dr. Jens-Peter Kreiss |
TU Braunschweig |
Bootstrap für stationäre und lokal stationäre Prozesse |
| Fr. 05.06.09 |
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| Fr. 12.06.09 |
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| Mi. 17.06.09, 11:00 Uhr |
Tammo Dijkema |
University of Utrecht |
Adaptive tensor product wavelet methods for solving PDEs |
| Fr. 19.06.09, 13:30 Uhr |
Christoph Wopperer |
Universität Ulm |
Portfolio optimization for HARA-utility and stochastic coefficients by BSDE |
| Fr. 19.06.09 14:15 Uhr |
Paul Körbitz |
Universität Ulm |
The Effects of Parameter Uncertainty and Model Risk in Interest Rate Models |
| Fr. 26.06.09, 13:00 Uhr |
Prof. Dr. Markus Reiß |
Humboldt-Universität zu Berlin |
Spectral option calibration for exponential Levy models |
| Fr. 03.07.09 |
Dr. Dirk Baur |
Dublin City University |
A Haven from the Financial Storm? The Role of Gold in the Global Financial System |
| Fr. 10.07.09 |
Prof. Dr. Roger Bowden |
University of Wellington |
Measure for measure: distribution shifting and measure equivalence |
| Fr. 17.07.09 |
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| Mi. 22.07.09, 14:00 Uhr |
Cecilia Mancini |
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Nonparametric tests for analyzing the fine structure of price |
| Fr. 24.07.09 |
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| Fr. 04.09.09, 13:30 Uhr, He220 |
Prof. Dr. Michael Sherris |
University of New South Wales, Sydeny |
Trends and Volatility in Mortality and Longevity Risk: Insights from Econometric and Actuarial Modelling |
Allgemeines
SS 13