Termine SS 2011

Datum Vortragender Institution Titel
Fr. 15.04.11      
Fr. 29.04.11      
Fr. 06.05.11      
Fr. 13.05.11      
Fr. 20.05.11 Vorstellungsvorträge    
Fr. 27.05.11, 10:45 Uhr Dr. John Schoenmakers Weierstrass Institut, Berlin New dual methods for single and multiple exercise options
Fr. 27.05.11, 14:00 Uhr Peter Hepperger TU München High-Dimensional Option Pricing: Reducing Dimension and Variance
Fr. 03.06.11      
Di. 07.06.11, 17:00 Uhr, E19, HeHo22 Thorsten Moenig Georgia State University Policyholder Exercise Behavior for Variable Annuities including Guaranteed Minimum Withdrawal Benefits
Fr. 10.06.11 Prof. Richard Davis Columbia University, New York Functional Convergence of Stochastic Integrals with Application to Inference in Time Series Models
Fr. 17.06.11 Sonja Cox Delft University of Technology Convergence rates for Euler approximations of SPDE's in UMD Banach spaces
Mo. 27.06.11, 15:15 Uhr Dr. Antonin Prochazka Universite de Franche-Comte, Besancon Parametric variational principle in Banach and metric spaces
Do. 30.06.11, 15:00 Uhr Prof. Dr. Rob Stevenson University of Amsterdam The adaptive tensor product wavelet scheme for solving operator equations
Mo. 04.07.11, 16:15 Uhr He120 Prof. Dr. Daniel Bauer Georgia State University The Marginal Cost of Risk, Risk Measures, and Capital Allocation
Do. 07.07.11, 15:00 Uhr Oliver Zeeb Universität Stuttgart RB-surrogate models for shape-optimization (Vorstellungsvortrag)
Fr. 08.07.11 Prof. Dr. Christian Koziol Universität Hohenheim Contingent convertibles. Solving or seeding the next banking crisis?
Fr. 15.07.11 Jahrestag der Universität    
Fr. 22.07.11 Vorstellungsvorträge