Workgroup Financial Mathematics
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Oberseminar Finanz- und Versicherungsmathematik

Organized by: Prof. Dr. F. Biagini, Prof. Dr. C. Czado, Prof. Dr. C. Klüppelberg, Prof. Dr. T. Meyer-Brandis, Prof. Dr. M. Scherer, Dr. R. Stelzer, Prof. Dr. R. Zagst

Date and Time

  • Thu 17:15 to 18:15 - Theresienstraße 39B (Room B 005) from 05.05.2011 to 28.07.2011.
Date Speaker Title
05.05.11 Pablo Olivares Pricing multidimensional derivate under stochastic correlation and jumps (abstract)
12.05.11 - -
19.05.11 - -
26.05.11 Harry Joe Composite likelihood estimation methods based on low-dimensional margins (abstract)
09.06.11 Flavia Giammarino Indifference pricing with uncertainty averse preferences - cancelled!
16.06.11 Klaus Sandmann Equity linked pension schemes with guarantees (abstract)
22.06.11 Anatoliy Swishchuk Variance and volatility swaps in energy markets (abstract)
30.06.11 - -
07.07.11 Kathrin Glau PIDE and Fourier methods for pricing European options in Lévy models (abstract) Change of location: The talk will be held at TUM (Room 2.01.10, Parkring 11, 85748 Garching)
14.07.11 Thorsten Rheinlaender Quasi self-dual processes, with a view on hedging (abstract)
21.07.11 Mikhail Urusov On the martingale property of exponential local martingales: Criteria and applications to finance (abstract)
28.07.11 Stefan Trueck Modeling spot price dependence in Australian electricity markets with applications to risk management (abstract)