Termine WS 2008/2009

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||
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|||
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|||
Fr. 21.11.08|||
Fr. 28.11.08|Natalie Packham|Frankfurt School of Finance & Management|Latin Hypercube Sampling with Dependence and Applications in Finance
Fr. 05.12.08|||
Fr. 12.12.08|||
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|||
Fr. 16.01.09|||
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|||
Fr. 06.02.09|Johanna Neslehova| ETH Zürich|Multivariate Archimedean copulas and beyond
Fr. 13.02.09|||