Workgroup Financial Mathematics
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Oberseminar Finanz- und Versicherungsmathematik

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

Date and Time

Due to the current situation, the seminars will be held online on Zoom. People interested in attending the seminar are invited to write an e-mail to mazzon@math.lmu.de in order to receive an invitation to the meeting.

Date

Speaker Title

23.10.20

10.15 - 11.00: Prof. Dr. Teemu Pennanen, King's College London

Convex stochastic optimization -dynamic programming and duality in discrete time