| Datum |
Vortragender |
Institution |
Titel |
| Mi. 08.10.08, 10:00 Uhr, He220 |
Prof. Dr. Rene Carmona |
Princeton University |
An Infinite Dimensional Stochastic Analysis Approach to Local Volatility Dynamic Models |
| Fr. 10.10.08, ab 11:00 Uhr |
Vorträge der Bewerber |
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| Fr. 17.10.08 |
Prof. Dr. Sabine Jokisch |
Universität Ulm |
Winners and loosers along the world's demographic transition |
| Fr. 24.10.08, He120 |
Dr. Mario Wütrich |
ETH Zürich |
Modelling the Claims Development Result for Solvency Purposes, Chain Ladder |
| Fr. 31.10.08 |
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| Fr. 07.11.08, 14:00 Uhr, E60 |
Dr. Luitgard A. M. Veraart |
TH Karlsruhe |
A Stochastic Volatility Alternative to SABR |
| Fr. 15.11.08 |
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| Fr. 21.11.08 |
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| Fr. 28.11.08 |
Natalie Packham |
Frankfurt School of Finance & Management |
Latin Hypercube Sampling with Dependence and Applications in Finance |
| Fr. 05.12.08 |
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| Fr. 12.12.08 |
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| Mo. 15.12.08, 16:00 Uhr |
Pavel Gapeev |
London School of Economics |
Perpetual American options in models with default risk and random |
| Fr. 09.01.09 |
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| Fr. 16.01.09 |
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| Fr. 23.01.09 |
Luca Taschini |
University of Zürich |
The Endogenous Price Dynamics of Emission Allowances and an Application to CO2 Option Pricing |
| Fr. 30.01.09 |
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| Fr. 06.02.09 |
Johanna Neslehova |
ETH Zürich |
Multivariate Archimedean copulas and beyond |
| Fr. 13.02.09 |
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Allgemeines
SS 13