Oberseminar Finanz- und Versicherungsmathematik
Organized by: Prof. Dr. F. Biagini, Prof. Dr. C. Czado, Prof. Dr. K. Glau, Prof. Dr. C. Klüppelberg, Prof. Dr. T. Meyer-Brandis, Prof. Dr. M. Scherer, Prof. Dr. R. Zagst
Date and Time
- Mon 14:15 to 17:45. First date: 13.05.2019
Venue
- The venue is at LMU Mathematics Institute, Theresienstraße 39-B (Room B 349)
(how to find us).
|
Date |
Speaker | Title |
|
13.05.19 Bachelier Finance Society Seminar |
14.15-15.00: Rama Cont, Oxford University
15.00-15.45: Russell Gerrard, CASS Business School Coffee Break
16.00-16.45: Alessandra Cretarola, Perugia University
|
Rough calculus: pathwise calculus for functionals of irregular paths
An optimal investment strategy for future pension plans
Indifference Pricing of Pure Endowments via BSDEs under Partial Information |
|
15.07.19 |
14.15-15.00: Matteo Burzoni, ETH Zürich 15.00-15.45: Lukas Gonon, University of St. Gallen Coffee Break 16.00-16.45: TBD |
Risk measures and benchmark distributions
Random neural networks, reservoir computing and hedging by deep learning techniques |