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 – 10:00Location: 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 >Abstract 11:00 – 12:00 Hamed Amini, EPFL Lausanne: SYSTEMIC RISK IN FINANCIAL NETWORKS > Abstract 14:00 – 15:00 Agatha Murgoci, Copenhagen Business School: A THEORY OF MARKOVIAN TIME-INCONSISTENT STOCHASTIC CONTROL > Abstract January 28, 2015 09:00 – 10:00 Xiang Yu, University of Michigan: ON THE MARKET VIABILITY UNDER PROPORTIONAL TRANSACTION COSTS > Abstract |
January 22
Sam Cohen (Oxford University):
Ergodic BSDEs with Lévy noise and time dependence
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