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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.

March 8:
Gregor Kast­ner:
Should I Stay or Should I Go? Bayesian In­fer­ence in the Threshold Time Vary­ing Para­meter (TTVP) Model

March 15:

Mi­chael Hauser:
Profit per­sist­ence and stock re­turns

March 22:
no sem­inar

March 29:

Zehra Ek­si-Altay:
Port­fo­lio op­tim­iz­a­tion: a pure jump model with un­ob­serv­able char­ac­ter­ist­ics and lin­ear feed­back ef­fect

April 5: PhD Hear­ings 12:30-16:20

April 7: PhD Hear­ings 10:30-12:00

April 12, 19, 26:
no sem­inar

May 3:
Mi­chaela Szölgy­enyi:
Util­ity indif­fer­ence pri­cing of cata­strophe de­riv­at­ives in a PDMP model

May 10:
Gab­ri­ela Kováĉova

May 17:
Ka­tia Colaneri

(May 24:

May 31:
Jean-Bern­ard Sa­lomond

June 7:
An­nal­isa Cadonna

(June 14
: tbc)

June 21:
Kurt Hornik

June 28:
Laura Vana