Termine WS 2011/2012

Um 13:30 Uhr im Seminarraum des Graduiertenkollegs, Helmholtzstraße 22, Raum 202

Fr. 21.10.2011Vorstellungsvorträge
Fr. 28.10.2011Prof. Mikhail UrusovUniversität UlmOn the martingale property of exponential local martingales: criteria and applications to finance
Fr. 04.11.2011
Fr. 11.11.2011
Fr. 18.11.2011
Fr. 25.11.2011Prof. Martin SchlatherUniversität GöttingenAnalysis of interactions within high-frequency financial data using marked point process theory
Fr. 02.12.2011Jing LiUniversität BonnThe Effect of Secondary Marketson Equity-Linked Life Insurance with Surrender Guarantees
Fr. 09.12.2011
Mo. 12.12.2011, 14:15 Uhr, HeHo18, E20Prof. Dr. Rafal KulikUniversity of OttawaStochsatic Volatility Models with Long Memory: Structure and Estimation
Mo. 12.12.2011, 16:15 Uhr, HeHo18, 120Thorsten MoenigGeorgia State UniversityRevisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities
Fr. 16.12.2011
Fr. 23.12.2011
Fr. 13.01.2012Martin MoserTU MünchenThe Limit Behavior of the Maximum Increment of a Random Walk with Dependent Regularly Varying Jump Size
Do. 19.01.12, 15:00 UhrSebastien BoyavalEcole Nationale des Ponts et ChausséesA Variance Reduction Method for Parametrized Stochastic Differential Equations using the Reduced Basis Paradigm
Fr. 20.01.2012
Fr. 27.01.2012
Fr. 03.02.2012
Fr. 10.02.2012Marcus ErikssonUniversity of Oslo Swing Options in Commodity Markets: A Model with Multidimensional Jump Diffusions
Fr. 17.02.2012Vorstellungsvorträge