BBS Summer Term 2017
Summer Term 2017
The PhD Research Seminar in Mathematics for Economics and Business takes place on Wednesdays from 12:30 to 13:30 in seminar room D4.4.008 (Building D4, Entrance A, Level 4).
The seminar is a forum where PhD students and postdocs present their research projects; work in progress is fully ok. Moreover, some more senior faculty members talk about their work.
Gregor Kastner: Should I Stay or Should I Go? Bayesian Inference in the Threshold Time Varying Parameter (TTVP) Model
Michael Hauser: Profit persistence and stock returns
March 22: no seminar
Zehra Eksi-Altay: Portfolio optimization: a pure jump model with unobservable characteristics and linear feedback effect
April 5: tba
April 12, 19, 26: no seminar
Michaela Szölgyenyi: Utility indifference pricing of catastrophe derivatives in a PDMP model
(May 24: tbc)
(June 14: tbc)