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    
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, 12:45      
       
  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