Termine SS 2009

Fr. 24.04.09|||
Fr. 01.05.09|||
Fr. 08.05.09|||
Fr. 15.05.09|||
Fr. 22.05.09|||
Fr. 29.05.09|Prof. Dr. Jens-Peter Kreiss|TU Braunschweig|Bootstrap für stationäre und lokal stationäre Prozesse
Fr. 05.06.09|||
Fr. 12.06.09|||
Mi. 17.06.09, 11:00 Uhr|Tammo Dijkema|University of Utrecht|Adaptive tensor product wavelet methods for solving PDEs
Fr. 19.06.09, 13:30 Uhr|Christoph Wopperer|Universität Ulm|Portfolio optimization for HARA-utility and stochastic coefficients by BSDE
Fr. 19.06.09 14:15 Uhr|Paul Körbitz|Universität Ulm|The Effects of Parameter Uncertainty and Model Risk in Interest Rate Models
Fr. 26.06.09, 13:00 Uhr|Prof. Dr. Markus Reiß|Humboldt-Universität zu Berlin|Spectral option calibration for exponential Levy models
Fr. 03.07.09|Dr. Dirk Baur|Dublin City University|A Haven from the Financial Storm? The Role of Gold in the Global Financial System
Fr. 10.07.09|Prof. Dr. Roger Bowden|University of Wellington|Measure for measure: distribution shifting and measure equivalence
Fr. 17.07.09|||
Mi. 22.07.09, 14:00 Uhr|Cecilia Mancini||Nonparametric tests for analyzing the fine structure of price
Fr. 24.07.09|||
Fr. 04.09.09, 13:30 Uhr, He220|Prof. Dr. Michael Sherris|University of New South Wales, Sydeny|Trends and Volatility in Mortality and Longevity Risk: Insights from Econometric and Actuarial Modelling