Termine WS 2007/2008

<strong>Datum </strong>|<strong> Vortragender </strong>|<strong> Institution </strong>|<strong> Titel </strong>
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,
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