Termine WS 2005/2006

Datum
Vortragender Institution Titel
17.10.05, 14:00
Dr. Wilfried Paus
Mathematicians and Mathematics in Deutsche Bank
28.10.05, 13:30
Prof. Dr. Mark Dorfman Asbestos: The U.S. and The EU Response (regulation versus litigation)
16.11.05, 16:15 Dr. Dan Rosen Understanding Diversification in Credit Portfolios </font>
18.11.05, 13:30 Dr. Torsten Kleinow Fair Valuation of Participating Insurance Policies with Interest Rate Guarantees
25.11.05, 13:30 Thomas Liebmann Faire Bewertung von Zinsgarantien bei Lévy Renditen
07.12.05, 10:30
Prof. Dr. Rudi Zagst Dynamische Portfolio Insurance Strategien
09.12.05, 13:30 Prof. Dr. Alex Muermann Insuring the Uninsurable: Brokers and Incomplete Insurance Contracts
13.01.06, 13:30
Prof. Dr. Hato Schmeiser Life Annuity Insurance versus Self-Annuitization: What is the Best Retiremant Arragement in a Family?
20.01.06, 13:30 Christian Schmidt

Ralph Guderlei
Portfolio Analysis with Final Wealth Probability Densities

Metamorphic Testing
27.01.06, 13:30 Patrick G. Walch Real Option Games: The Alliance of Game Theory and Real Options
31.01.06, 10:30 Prof. André Lucas Latent common credit risk components and macro fundamentals
03.02.06, <font color="#ff0000">12:45</font>
Jörg Osterrieder A model of the limit order book
10.02.06, 13:30 Prof. Dr. Joachim Winter Short-run variations in households' financial market expectations
17.02.06, 13:30
Prof. Dr. Wolfgang Härdle Value-at-Risk with Time Varying Copulae