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Oberseminar Finanz- und Versicherungsmathematik

Organized by: Prof. Dr. F. Biagini, Prof. Dr. C. CzadoProf. Dr. M. Drton, Prof. Dr. T. Meyer-Brandis, Prof. Dr. M. Scherer, Prof. Dr. R. Zagst

Date and Time

  • Mon 14:15 to 17:45. First date: 11.11.2019

Venue

  • Room 2.02.01, Business Campus, Parkring 11, 85748 Garching-Hochbrück. Seminarraum BC1 2.02.01

Date

Speaker Title

11.11.19

14.15 - 15.00: Debarghya Ghoshdastidar, TUM

 

15.00 - 15.45: Niels Richard Hansen, University of Copenhagen

 

15.45 - 16.00: Coffee break

 

16.00 - 16.45: Alexander Kalinin, LMU

Statistical limits of graph testing

 

 

Causal structure learning for partially observed multivariate event processes

 

 


Deterministic and stochastic Volterra integral equations with path-dependency

09.12.19

 

13.01.19

14.15 - 15.00 Hans Manner, Universität Graz

 

15.00 - 15.45 Stefan Trueck Macquarie University,Sydney

 

16.00 - 16.45 Marcos Escobar, Western University, London Ontario

Model and Moment Selection in Factor Copula Models

 

 

Risk diversification

 

Recent Advances in Portfolio Optimization