Workgroup Financial Mathematics
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Program

Friday 13.11.09 (room B349, 4th floor of the Mathematics Institute).
Time Speaker Title
12:30 - 13:30 Wolfgang Runggaldier Pricing without Equivalent Martingale Measures under Complete and Incomplete Observation (abstract)
13:30 - 14:00 Alessandra Cretarola Local Risk-Minimization under the Benchmark Approach (abstract)
coffee break  
14:30 - 15:30 Harris Schlesinger Higher-Order Risk Effects (abstract)
15:30 - 16:00 Giorgia Callegaro Optimal Consumption Problems in Discontinuous Markets (abstract)
16:00 - 16:30 Verena Goldammer Modeling and Estimation of Dependent Credit Rating Transitions (abstract)
coffee break    
17:00 - 18:00 Alex Langnau Introduction into the Dynamic Modelling of Correlations (abstract)
18:00 - 18:30 Claudio Tebaldi Estimation of Volatility Factor Models with Wishart Spectral Dynamics (abstract)