Read out

Winter Term 2014/15

You are cordially invited to attend the talks in seminar room D4.0.019 (Building D4, Entrance A, ground level) on Thursdays at 4:30pm.

October 16

Nikolaus Hautsch (Universität Wien):
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence

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October 23

Hansjörg Albrecher (Universität Lausanne):
Insurance risk and the cost of capital

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November 20

Michaela Szölgyenyi (Johannes Kepler Universität Linz):
Dividend maximization under regime switching and incomplete information

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November 27

Nicolas Turenne (Université Paris-Est & INRA):
Relations and entities extraction from full texts, and their use in an end-user platform.

The case of the epidemiosurveillance VESPA platform.

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December 4

Harry Zheng (Imperial College London):
Utility-Risk Portfolio Selection

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Wednesday, January 21, 2015, 09:00 – 15:00

Wednesday, January 28, 2015, 09:00 – 10:00

Location: Building D4, Room D4.4.008

Workshop of the Institute for Statistics and Mathematics on Operations Research and Stochastics in Economics and Business

The talks in this workshop are part of the hearings for a tenure track assistant professor position at the Institute for Statistics and Mathematics.

January 21, 2015

09:00 – 10:00   Birgit Rudloff, Princeton University: MULTIVARIATE RISKS
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11:00 – 12:00   Hamed Amini, EPFL Lausanne: SYSTEMIC RISK IN FINANCIAL NETWORKS
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14:00 15:00   Agatha Murgoci, Copenhagen Business School: A THEORY OF MARKOVIAN TIME-INCONSISTENT STOCHASTIC CONTROL
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January 28, 2015

09:00 – 10:00   Xiang Yu, University of Michigan: ON THE MARKET VIABILITY UNDER PROPORTIONAL TRANSACTION COSTS
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January 22

Sam Cohen (Oxford University):
Ergodic BSDEs with Lévy noise and time dependence

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