Termine WS 2007/2008

Datum Vortragender Institution Titel
Mo. 15.10.07 Miniworkshop    
  10:00 h Prof.
Fred Espen Benth		 University of Oslo The risk premium and future information in electricity markets
  11:00 h
Kevin Metka		 Universität Ulm Pricing Forward Contracts in Electricity Power Markets by the Certainty Equivalence Principle
  11:30 h
Wolfgang Högerle		 Universität Ulm A multivariate commodity analysis and applications to risk management
  12:00 h
Stephan Ebbeler		 Universität Ulm Stochastic Modelling of Financial Electricity Contracts
Fr. 19.10.07      
Do. 25.10.07,
16:00h,
Seminarraum GK		 A. Mundt Universität Karlsruhe Dynamic risk management with Markov Decision Processes
Fr. 26.10.07 Prof. Aurore Delaigle University of Bristol Using SIMEX for bandwidth selection in nonparametric regression
with measurement errors
Fr. 02.11.07 Vorträge Bewerber    
Fr. 09.11.07      
Fr. 16.11.07      
Fr. 23.11.07
HeHo22, E 018		 Daniel Bauer Universität Ulm/Georgia State University Promotionskolloquium
Fr. 30.11.07 13:30h,
E20, HeHo18		 Dr. Thomas Kneib LMU München Semiparametrische Multinomiale Logit Modelle zur Markenwahl-Analyse
Fr. 07.12.07      
Fr. 14.12.07 Prof. Dr. Joachim Grammig Universität Tübingen Trading activity and liquidity supply in a pure limit order book market
Fr. 21.12.07, 13:30h,
Seminarraum GK		 Prof. Dr. Christoph Reisinger University of Oxford Modelling and numerical aspects of basket credit derivatives
Fr. 11.01.08 Prof. Dr. Ekkehard Sachs Universität Trier Optimization in Finance
Fr. 18.01.08      
Fr. 25.01.08      
Fr. 01.02.08 Alvaro Cartea Birkbeck College Modeling Electricity Prices with Forward Looking Capacity Constraints
Fr. 08.02.08 Mario Rometsch Stipendiat des GK Wavelet Galerkin FEM-based Option Pricing
Fr. 15.02.08,
HeHo18, He 220		 Prof. Christoph Schwab ETH Zürich Wavelet Methods for Derivative Pricing